DZ Bank Call 5 ZIL 20.12.2024
/ DE000DJ52Q21
DZ Bank Call 5 ZIL 20.12.2024/ DE000DJ52Q21 /
| 2024-06-21 9:34:52 AM |
Chg.-0.010 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
0.970
Bid Size: 15,000 |
0.990
Ask Size: 15,000 |
ELRINGKLINGER AG |
5.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ52Q2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.39 |
| Parity: |
0.40 |
| Time value: |
0.63 |
| Break-even: |
6.03 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
6.19% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
3.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.980 |
| High: |
0.990 |
| Low: |
0.970 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.02% |
| 3 Months |
|
|
-6.73% |
| YTD |
|
|
-27.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.920 |
| 1M High / 1M Low: |
1.420 |
0.920 |
| 6M High / 6M Low: |
2.540 |
0.780 |
| High (YTD): |
2024-04-09 |
2.540 |
| Low (YTD): |
2024-02-08 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.350 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.95% |
| Volatility 6M: |
|
128.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
