DZ Bank Call 18 EVK 20.12.2024
/ DE000DJ5ADZ5
DZ Bank Call 18 EVK 20.12.2024/ DE000DJ5ADZ5 /
| 2024-08-01 9:34:55 PM |
Chg.+0.040 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+3.33% |
1.240
Bid Size: 1,250 |
1.540
Ask Size: 1,250 |
EVONIK INDUSTRIES NA... |
18.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5ADZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.77 |
| Time value: |
0.64 |
| Break-even: |
19.40 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.22 |
| Spread %: |
18.64% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
9.57 |
| Rho: |
0.05 |
Quote data
| Open: |
1.270 |
| High: |
1.510 |
| Low: |
1.230 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
+0.81% |
| 3 Months |
|
|
+9.73% |
| YTD |
|
|
+7.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.200 |
| 1M High / 1M Low: |
1.410 |
1.200 |
| 6M High / 6M Low: |
1.480 |
0.450 |
| High (YTD): |
2024-05-14 |
1.480 |
| Low (YTD): |
2024-03-18 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.41% |
| Volatility 6M: |
|
106.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
