DZ Bank Call 95 HOT 21.06.2024
/ DE000DJ0S5M3
DZ Bank Call 95 HOT 21.06.2024/ DE000DJ0S5M3 /
| 2024-06-14 1:05:54 PM |
Chg.+0.040 |
Bid1:39:56 PM |
Ask1:39:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+9.30% |
0.480
Bid Size: 60,000 |
-
Ask Size: - |
HOCHTIEF AG |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ0S5M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HOCHTIEF AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
0.33 |
| Time value: |
0.11 |
| Break-even: |
99.40 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.73 |
| Theta: |
-0.15 |
| Omega: |
16.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.34% |
| 1 Month |
|
|
-52.04% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-55.66% |
| 1 Year |
|
|
+11.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.360 |
| 1M High / 1M Low: |
1.030 |
0.360 |
| 6M High / 6M Low: |
1.790 |
0.360 |
| High (YTD): |
2024-01-24 |
1.790 |
| Low (YTD): |
2024-06-11 |
0.360 |
| 52W High: |
2024-01-24 |
1.790 |
| 52W Low: |
2023-07-10 |
0.270 |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.949 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
263.47% |
| Volatility 6M: |
|
182.84% |
| Volatility 1Y: |
|
184.26% |
| Volatility 3Y: |
|
- |
