DZ Bank Call 18 EVK 20.12.2024
/ DE000DJ5ADZ5
DZ Bank Call 18 EVK 20.12.2024/ DE000DJ5ADZ5 /
| 05/11/2024 13:12:50 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EVONIK INDUSTRIES NA... |
18.00 - |
20/12/2024 |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
01/09/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.20 |
| Parity: |
0.32 |
| Time value: |
1.69 |
| Break-even: |
20.00 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.14 |
| Spread %: |
7.53% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
5.33 |
| Rho: |
0.01 |
Quote data
| Open: |
1.77 |
| High: |
1.95 |
| Low: |
1.77 |
| Previous Close: |
1.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.70% |
| 3 Months |
|
|
+109.68% |
| YTD |
|
|
+69.57% |
| 1 Year |
|
|
+96.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.95 |
| 1M High / 1M Low: |
2.15 |
1.78 |
| 6M High / 6M Low: |
2.15 |
0.93 |
| High (YTD): |
17/10/2024 |
2.15 |
| Low (YTD): |
14/03/2024 |
0.46 |
| 52W High: |
17/10/2024 |
2.15 |
| 52W Low: |
14/03/2024 |
0.46 |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.75% |
| Volatility 6M: |
|
85.51% |
| Volatility 1Y: |
|
102.86% |
| Volatility 3Y: |
|
- |
