DZ Bank Call 650 1N8 20.09.2024
/ DE000DJ5LDS7
DZ Bank Call 650 1N8 20.09.2024/ DE000DJ5LDS7 /
| 2024-06-11 1:34:44 PM |
Chg.-0.010 |
Bid1:51:23 PM |
Ask1:51:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.780EUR |
-0.17% |
5.700
Bid Size: 10,000 |
5.720
Ask Size: 10,000 |
ADYEN N.V. E... |
650.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5LDS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.69 |
| Parity: |
5.75 |
| Time value: |
0.14 |
| Break-even: |
1,239.00 |
| Moneyness: |
1.88 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
1.73% |
| Delta: |
0.97 |
| Theta: |
-0.24 |
| Omega: |
2.01 |
| Rho: |
1.64 |
Quote data
| Open: |
5.870 |
| High: |
5.980 |
| Low: |
5.780 |
| Previous Close: |
5.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.67% |
| 1 Month |
|
|
-5.40% |
| 3 Months |
|
|
-31.52% |
| YTD |
|
|
+2.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.020 |
5.470 |
| 1M High / 1M Low: |
6.410 |
5.340 |
| 6M High / 6M Low: |
9.420 |
4.900 |
| High (YTD): |
2024-03-27 |
9.420 |
| Low (YTD): |
2024-04-30 |
4.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.16% |
| Volatility 6M: |
|
87.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
