DZ Bank Call 19 PHI1 20.12.2024
/ DE000DJ4LRG5
DZ Bank Call 19 PHI1 20.12.2024/ DE000DJ4LRG5 /
| 2024-07-09 7:34:24 PM |
Chg.0.000 |
Bid7:35:19 PM |
Ask7:35:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
0.00% |
0.610
Bid Size: 70,000 |
0.620
Ask Size: 70,000 |
KONINKL. PHILIPS EO ... |
19.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4LRG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KONINKL. PHILIPS EO -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
0.53 |
| Time value: |
0.10 |
| Break-even: |
25.30 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.25 |
| Rho: |
0.06 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.73% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+264.71% |
| YTD |
|
|
+67.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.550 |
| 1M High / 1M Low: |
0.640 |
0.530 |
| 6M High / 6M Low: |
0.750 |
0.140 |
| High (YTD): |
2024-05-17 |
0.750 |
| Low (YTD): |
2024-04-02 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.20% |
| Volatility 6M: |
|
327.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
