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DZ Bank Call 20 EVK 20.12.2024/  DE000DJ5AD00  /

Frankfurt Zert./DZB
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:   -