DZ Bank Call 16 EVK 20.12.2024
/ DE000DJ5ADY8
DZ Bank Call 16 EVK 20.12.2024/ DE000DJ5ADY8 /
06/09/2024 21:34:43 |
Chg.-0.020 |
Bid21:55:04 |
Ask21:55:04 |
Underlying |
Strike price |
Expiration date |
Option type |
2.120EUR |
-0.93% |
2.100 Bid Size: 1,250 |
2.400 Ask Size: 1,250 |
EVONIK INDUSTRIES NA... |
16.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ5ADY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
01/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.79 |
Intrinsic value: |
3.62 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
3.62 |
Time value: |
-1.22 |
Break-even: |
18.40 |
Moneyness: |
1.23 |
Premium: |
-0.06 |
Premium p.a.: |
-0.20 |
Spread abs.: |
0.30 |
Spread %: |
14.29% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.150 |
High: |
2.240 |
Low: |
2.120 |
Previous Close: |
2.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.30% |
1 Month |
|
|
+26.95% |
3 Months |
|
|
+21.84% |
YTD |
|
|
+24.71% |
1 Year |
|
|
+44.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.180 |
2.120 |
1M High / 1M Low: |
2.180 |
1.660 |
6M High / 6M Low: |
2.180 |
0.990 |
High (YTD): |
02/09/2024 |
2.180 |
Low (YTD): |
14/03/2024 |
0.990 |
52W High: |
02/09/2024 |
2.180 |
52W Low: |
25/10/2023 |
0.920 |
Avg. price 1W: |
|
2.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.764 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.545 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
34.56% |
Volatility 6M: |
|
51.02% |
Volatility 1Y: |
|
70.95% |
Volatility 3Y: |
|
- |