DZ Bank Call 6 LPK 21.06.2024
/ DE000DJ5F328
DZ Bank Call 6 LPK 21.06.2024/ DE000DJ5F328 /
| 2024-05-14 8:09:17 AM |
Chg.+0.07 |
Bid11:05:26 AM |
Ask11:05:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+3.68% |
2.15
Bid Size: 10,000 |
2.35
Ask Size: 10,000 |
LPKF LASER+ELECTR.IN... |
6.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5F32 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LPKF LASER+ELECTR.INH ON |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.37 |
| Parity: |
2.03 |
| Time value: |
0.52 |
| Break-even: |
8.55 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.60 |
| Spread %: |
30.77% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
2.55 |
| Rho: |
0.00 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.83% |
| 1 Month |
|
|
-1.01% |
| 3 Months |
|
|
-4.37% |
| YTD |
|
|
-50.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.84 |
| 1M High / 1M Low: |
2.08 |
1.66 |
| 6M High / 6M Low: |
4.61 |
1.66 |
| High (YTD): |
2024-01-10 |
4.61 |
| Low (YTD): |
2024-04-18 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.54% |
| Volatility 6M: |
|
111.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
