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DZ Bank Call 8 DBK 20.12.2024/  DE000DJ0S1P5  /

Frankfurt Zert./DZB
2024-06-06  10:04:51 AM Chg.+0.120 Bid10:11:17 AM Ask10:11:17 AM Underlying Strike price Expiration date Option type
7.360EUR +1.66% 7.390
Bid Size: 60,000		 7.410
Ask Size: 60,000		 DEUTSCHE BANK AG NA ... 8.00 - 2024-12-20 Call
 

Master data

WKN: DJ0S1P
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.04
Leverage: Yes

Calculated values

Fair value: 7.17
Intrinsic value: 7.01
Implied volatility: 0.62
Historic volatility: 0.26
Parity: 7.01
Time value: 0.33
Break-even: 15.34
Moneyness: 1.88
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 1.10%
Delta: 0.95
Theta: 0.00
Omega: 1.94
Rho: 0.04
 

Quote data

Open: 7.260
High: 7.360
Low: 7.250
Previous Close: 7.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -3.54%
3 Months  
+58.28%
YTD  
+59.31%
1 Year  
+138.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.680 7.240
1M High / 1M Low: 8.080 7.240
6M High / 6M Low: 8.670 3.830
High (YTD): 2024-04-25 8.670
Low (YTD): 2024-02-09 3.830
52W High: 2024-04-25 8.670
52W Low: 2023-10-24 2.340
Avg. price 1W:   7.460
Avg. volume 1W:   0.000
Avg. price 1M:   7.772
Avg. volume 1M:   0.000
Avg. price 6M:   5.675
Avg. volume 6M:   0.000
Avg. price 1Y:   4.273
Avg. volume 1Y:   0.000
Volatility 1M:   36.90%
Volatility 6M:   62.95%
Volatility 1Y:   64.91%
Volatility 3Y:   -