DZ Bank Call 14200 DAX 20.12.2024
/ DE000DJ5DK81
DZ Bank Call 14200 DAX 20.12.2024/ DE000DJ5DK81 /
09/09/2024 08:03:54 |
Chg.+0.01 |
Bid09:15:00 |
Ask09:15:00 |
Underlying |
Strike price |
Expiration date |
Option type |
4.86EUR |
+0.21% |
4.87 Bid Size: 25,000 |
4.88 Ask Size: 25,000 |
DAX |
14,200.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ5DK8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DAX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14,200.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
06/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
37.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
42.42 |
Intrinsic value: |
41.02 |
Implied volatility: |
- |
Historic volatility: |
0.11 |
Parity: |
41.02 |
Time value: |
-36.16 |
Break-even: |
14,686.00 |
Moneyness: |
1.29 |
Premium: |
-0.20 |
Premium p.a.: |
-0.55 |
Spread abs.: |
0.02 |
Spread %: |
0.41% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.86 |
High: |
4.86 |
Low: |
4.86 |
Previous Close: |
4.85 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.82% |
1 Month |
|
|
+1.46% |
3 Months |
|
|
+1.25% |
YTD |
|
|
+11.47% |
1 Year |
|
|
+28.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.90 |
4.85 |
1M High / 1M Low: |
4.90 |
4.79 |
6M High / 6M Low: |
4.90 |
4.61 |
High (YTD): |
02/09/2024 |
4.90 |
Low (YTD): |
03/01/2024 |
4.26 |
52W High: |
02/09/2024 |
4.90 |
52W Low: |
27/10/2023 |
3.42 |
Avg. price 1W: |
|
4.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.77 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.46 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
3.97% |
Volatility 6M: |
|
6.19% |
Volatility 1Y: |
|
13.80% |
Volatility 3Y: |
|
- |