DZ Bank Call 16 PHI1 20.12.2024
/ DE000DJ5J6K1
DZ Bank Call 16 PHI1 20.12.2024/ DE000DJ5J6K1 /
| 09/07/2024 09:07:26 |
Chg.-0.040 |
Bid18:56:06 |
Ask18:56:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-4.35% |
0.890
Bid Size: 70,000 |
0.910
Ask Size: 70,000 |
KONINKL. PHILIPS EO ... |
16.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5J6K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.37 |
| Parity: |
0.83 |
| Time value: |
0.08 |
| Break-even: |
25.10 |
| Moneyness: |
1.52 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.40 |
| Rho: |
0.06 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.39% |
| 1 Month |
|
|
-3.30% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
+49.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.790 |
| 1M High / 1M Low: |
0.920 |
0.790 |
| 6M High / 6M Low: |
1.040 |
0.300 |
| High (YTD): |
20/05/2024 |
1.040 |
| Low (YTD): |
26/03/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.65% |
| Volatility 6M: |
|
258.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
