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DZ Bank Call 20 EVK 20.12.2024/  DE000DJ5AD00  /

Frankfurt Zert./DZB
2024-11-05  1:08:44 PM Chg.+0.160 Bid9:55:03 PM Ask2024-11-05 Underlying Strike price Expiration date Option type
0.870EUR +22.54% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 20.00 - 2024-12-20 Call
 

Master data

WKN: DJ5AD0
Issuer: DZ Bank AG
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-09-01
Last trading day: 2024-11-05
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 19.57
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.20
Parity: -1.60
Time value: 0.94
Break-even: 20.94
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 2.46
Spread abs.: 0.17
Spread %: 22.08%
Delta: 0.39
Theta: -0.02
Omega: 7.63
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.880
Low: 0.710
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -29.84%
3 Months  
+210.71%
YTD  
+24.29%
1 Year  
+40.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.870
1M High / 1M Low: 1.310 0.710
6M High / 6M Low: 1.310 0.280
High (YTD): 2024-10-17 1.310
Low (YTD): 2024-03-18 0.100
52W High: 2024-10-17 1.310
52W Low: 2024-03-18 0.100
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   1.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   0.583
Avg. volume 1Y:   0.000
Volatility 1M:   149.11%
Volatility 6M:   160.20%
Volatility 1Y:   197.02%
Volatility 3Y:   -