DZ Bank Call 20 EVK 20.12.2024
/ DE000DJ5AD00
DZ Bank Call 20 EVK 20.12.2024/ DE000DJ5AD00 /
09/10/2024 19:34:52 |
Chg.+0.070 |
Bid09/10/2024 |
Ask09/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.300EUR |
+5.69% |
1.300 Bid Size: 4,375 |
1.550 Ask Size: 4,375 |
EVONIK INDUSTRIES NA... |
20.00 EUR |
20/12/2024 |
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 EUR |
Maturity: |
20/12/2024 |
Issue date: |
01/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
13.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.36 |
Intrinsic value: |
0.95 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.95 |
Time value: |
0.56 |
Break-even: |
21.51 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.30 |
Spread %: |
24.79% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
9.84 |
Rho: |
0.03 |
Quote data
Open: |
1.220 |
High: |
1.440 |
Low: |
1.220 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.17% |
1 Month |
|
|
+88.41% |
3 Months |
|
|
+83.10% |
YTD |
|
|
+85.71% |
1 Year |
|
|
+176.60% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.280 |
1.200 |
1M High / 1M Low: |
1.280 |
0.690 |
6M High / 6M Low: |
1.280 |
0.280 |
High (YTD): |
04/10/2024 |
1.280 |
Low (YTD): |
18/03/2024 |
0.100 |
52W High: |
04/10/2024 |
1.280 |
52W Low: |
18/03/2024 |
0.100 |
Avg. price 1W: |
|
1.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.035 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.694 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.532 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
132.64% |
Volatility 6M: |
|
158.11% |
Volatility 1Y: |
|
197.09% |
Volatility 3Y: |
|
- |