DZ Bank Call 5 ZIL 20.12.2024
/ DE000DJ52Q21
DZ Bank Call 5 ZIL 20.12.2024/ DE000DJ52Q21 /
| 21/06/2024 21:35:05 |
Chg.-0.080 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-8.16% |
0.890
Bid Size: 1,500 |
0.950
Ask Size: 1,500 |
ELRINGKLINGER AG |
5.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.39 |
| Parity: |
0.28 |
| Time value: |
0.67 |
| Break-even: |
5.95 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
3.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.980 |
| High: |
0.990 |
| Low: |
0.890 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.22% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-17.43% |
| YTD |
|
|
-32.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.900 |
| 1M High / 1M Low: |
1.420 |
0.900 |
| 6M High / 6M Low: |
2.540 |
0.780 |
| High (YTD): |
09/04/2024 |
2.540 |
| Low (YTD): |
08/02/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.346 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.04% |
| Volatility 6M: |
|
130.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
