DZ Bank Call 20 EVK 20.12.2024
/ DE000DJ5AD00
DZ Bank Call 20 EVK 20.12.2024/ DE000DJ5AD00 /
9/6/2024 4:04:31 PM |
Chg.+0.110 |
Bid4:17:14 PM |
Ask4:17:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+14.86% |
0.830 Bid Size: 12,500 |
0.930 Ask Size: 12,500 |
EVONIK INDUSTRIES NA... |
20.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
9/1/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
19.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.26 |
Time value: |
1.02 |
Break-even: |
21.02 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.30 |
Spread %: |
41.67% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
10.02 |
Rho: |
0.03 |
Quote data
Open: |
0.720 |
High: |
0.870 |
Low: |
0.720 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.16% |
1 Month |
|
|
+112.50% |
3 Months |
|
|
+60.38% |
YTD |
|
|
+21.43% |
1 Year |
|
|
+13.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.720 |
1M High / 1M Low: |
0.860 |
0.280 |
6M High / 6M Low: |
0.910 |
0.100 |
High (YTD): |
5/14/2024 |
0.910 |
Low (YTD): |
3/18/2024 |
0.100 |
52W High: |
5/14/2024 |
0.910 |
52W Low: |
3/18/2024 |
0.100 |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.587 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.559 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.496 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
198.81% |
Volatility 6M: |
|
205.81% |
Volatility 1Y: |
|
197.61% |
Volatility 3Y: |
|
- |