DZ Bank Call 5 DEZ 20.12.2024
/ DE000DJ5ABW6
DZ Bank Call 5 DEZ 20.12.2024/ DE000DJ5ABW6 /
2024-09-20 6:12:39 PM |
Chg.-0.050 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-31.25% |
- Bid Size: - |
- Ask Size: - |
DEUTZ AG O.N. |
5.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ5ABW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-01 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
26.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.40 |
Parity: |
-0.53 |
Time value: |
0.17 |
Break-even: |
5.17 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.06 |
Spread %: |
54.55% |
Delta: |
0.33 |
Theta: |
0.00 |
Omega: |
8.71 |
Rho: |
0.00 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.110 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-35.29% |
3 Months |
|
|
-57.69% |
YTD |
|
|
-56.00% |
1 Year |
|
|
-42.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.110 |
1M High / 1M Low: |
0.170 |
0.110 |
6M High / 6M Low: |
0.400 |
0.110 |
High (YTD): |
2024-04-09 |
0.400 |
Low (YTD): |
2024-09-20 |
0.110 |
52W High: |
2024-04-09 |
0.400 |
52W Low: |
2023-10-25 |
0.090 |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.285 |
Avg. volume 6M: |
|
53.938 |
Avg. price 1Y: |
|
0.260 |
Avg. volume 1Y: |
|
27.075 |
Volatility 1M: |
|
191.02% |
Volatility 6M: |
|
128.83% |
Volatility 1Y: |
|
131.04% |
Volatility 3Y: |
|
- |