DZ Bank Call 35 FRA 20.12.2024
/ DE000DJ31PS5
DZ Bank Call 35 FRA 20.12.2024/ DE000DJ31PS5 /
| 04/09/2024 18:09:36 |
Chg.0.000 |
Bid19:59:01 |
Ask19:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
0.00% |
0.760
Bid Size: 6,250 |
0.810
Ask Size: 6,250 |
FRAPORT AG FFM.AIRPO... |
35.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/07/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.30% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-13.64% |
| YTD |
|
|
-10.59% |
| 1 Year |
|
|
-1.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.760 |
| 1M High / 1M Low: |
0.790 |
0.700 |
| 6M High / 6M Low: |
0.880 |
0.660 |
| High (YTD): |
07/06/2024 |
0.880 |
| Low (YTD): |
16/04/2024 |
0.660 |
| 52W High: |
07/06/2024 |
0.880 |
| 52W Low: |
26/10/2023 |
0.640 |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.784 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.780 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
36.64% |
| Volatility 6M: |
|
36.41% |
| Volatility 1Y: |
|
32.35% |
| Volatility 3Y: |
|
- |
