DZ Bank Call 6 LPK 20.09.2024
/ DE000DJ5F336
DZ Bank Call 6 LPK 20.09.2024/ DE000DJ5F336 /
25/06/2024 18:04:35 |
Chg.+0.050 |
Bid25/06/2024 |
Ask25/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
+2.50% |
2.050 Bid Size: 3,500 |
2.550 Ask Size: 3,500 |
LPKF LASER+ELECTR.IN... |
6.00 - |
20/09/2024 |
Call |
Master data
WKN: |
DJ5F33 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LPKF LASER+ELECTR.INH ON |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 - |
Maturity: |
20/09/2024 |
Issue date: |
18/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
2.05 |
Implied volatility: |
0.95 |
Historic volatility: |
0.36 |
Parity: |
2.05 |
Time value: |
0.54 |
Break-even: |
8.59 |
Moneyness: |
1.34 |
Premium: |
0.07 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.60 |
Spread %: |
30.15% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
2.52 |
Rho: |
0.01 |
Quote data
Open: |
2.030 |
High: |
2.200 |
Low: |
2.030 |
Previous Close: |
2.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.99% |
1 Month |
|
|
-2.84% |
3 Months |
|
|
-8.48% |
YTD |
|
|
-51.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.010 |
1.870 |
1M High / 1M Low: |
2.150 |
1.870 |
6M High / 6M Low: |
4.740 |
1.870 |
High (YTD): |
10/01/2024 |
4.740 |
Low (YTD): |
20/06/2024 |
1.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.964 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.682 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.64% |
Volatility 6M: |
|
92.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |