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DZ Bank Call 124.227 AIR 19.12.20.../  DE000DJ20L58  /

Frankfurt Zert./DZB
11/11/2024  9:34:39 AM Chg.+0.170 Bid9:43:18 AM Ask- Underlying Strike price Expiration date Option type
2.860EUR +6.32% 2.870
Bid Size: 50,000		 -
Ask Size: -		 AIRBUS 124.2274 EUR 12/19/2025 Call
 

Master data

WKN: DJ20L5
Issuer: DZ Bank AG
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 124.23 EUR
Maturity: 12/19/2025
Issue date: 10/9/2023
Last trading day: 12/18/2025
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 5.36
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 1.82
Implied volatility: 0.23
Historic volatility: 0.22
Parity: 1.82
Time value: 0.85
Break-even: 150.77
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: -0.03
Spread %: -1.11%
Delta: 0.80
Theta: -0.02
Omega: 4.28
Rho: 0.96
 

Quote data

Open: 2.810
High: 2.860
Low: 2.810
Previous Close: 2.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.49%
1 Month  
+39.51%
3 Months  
+20.17%
YTD
  -9.21%
1 Year  
+11.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.860 2.520
1M High / 1M Low: 2.860 2.050
6M High / 6M Low: 4.760 1.600
High (YTD): 3/27/2024 5.580
Low (YTD): 10/8/2024 1.600
52W High: 3/27/2024 5.580
52W Low: 10/8/2024 1.600
Avg. price 1W:   2.682
Avg. volume 1W:   0.000
Avg. price 1M:   2.538
Avg. volume 1M:   0.000
Avg. price 6M:   2.726
Avg. volume 6M:   0.000
Avg. price 1Y:   3.309
Avg. volume 1Y:   1.102
Volatility 1M:   102.72%
Volatility 6M:   101.92%
Volatility 1Y:   83.20%
Volatility 3Y:   -