DZ Bank Call 35 FRA 20.12.2024
/ DE000DJ31PS5
DZ Bank Call 35 FRA 20.12.2024/ DE000DJ31PS5 /
2024-09-04 6:04:30 PM |
Chg.-0.010 |
Bid2024-09-04 |
Ask2024-09-04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-1.30% |
0.760 Bid Size: 8,750 |
0.810 Ask Size: 8,750 |
FRAPORT AG FFM.AIRPO... |
35.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ31PS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
1.01 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
1.01 |
Time value: |
-0.21 |
Break-even: |
43.00 |
Moneyness: |
1.29 |
Premium: |
-0.05 |
Premium p.a.: |
-0.15 |
Spread abs.: |
0.03 |
Spread %: |
3.90% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.750 |
High: |
0.770 |
Low: |
0.750 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-13.64% |
YTD |
|
|
-9.52% |
1 Year |
|
|
-1.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.760 |
1M High / 1M Low: |
0.790 |
0.700 |
6M High / 6M Low: |
0.880 |
0.660 |
High (YTD): |
2024-06-12 |
0.880 |
Low (YTD): |
2024-04-16 |
0.660 |
52W High: |
2024-06-12 |
0.880 |
52W Low: |
2023-10-27 |
0.640 |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.741 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.783 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.779 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
46.62% |
Volatility 6M: |
|
36.82% |
Volatility 1Y: |
|
32.66% |
Volatility 3Y: |
|
- |