DZ Bank Call 350 LIN 20.12.2024
/ DE000DJ0NHS5
DZ Bank Call 350 LIN 20.12.2024/ DE000DJ0NHS5 /
2024-09-02 8:23:49 AM |
Chg.+0.40 |
Bid11:15:58 AM |
Ask11:15:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
12.06EUR |
+3.43% |
11.70 Bid Size: 2,000 |
12.10 Ask Size: 2,000 |
Linde plc |
350.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ0NHS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Linde plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-27 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.95 |
Intrinsic value: |
11.61 |
Implied volatility: |
0.41 |
Historic volatility: |
0.14 |
Parity: |
11.61 |
Time value: |
0.61 |
Break-even: |
439.09 |
Moneyness: |
1.37 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.10 |
Spread %: |
0.83% |
Delta: |
0.94 |
Theta: |
-0.08 |
Omega: |
3.33 |
Rho: |
0.85 |
Quote data
Open: |
12.06 |
High: |
12.06 |
Low: |
12.06 |
Previous Close: |
11.66 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.85% |
1 Month |
|
|
+17.20% |
3 Months |
|
|
+43.06% |
YTD |
|
|
+58.06% |
1 Year |
|
|
+67.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.67 |
10.88 |
1M High / 1M Low: |
11.67 |
9.38 |
6M High / 6M Low: |
13.19 |
7.96 |
High (YTD): |
2024-03-14 |
13.19 |
Low (YTD): |
2024-01-29 |
6.89 |
52W High: |
2024-03-14 |
13.19 |
52W Low: |
2023-10-25 |
5.36 |
Avg. price 1W: |
|
11.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.72 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
44.62% |
Volatility 6M: |
|
53.55% |
Volatility 1Y: |
|
61.13% |
Volatility 3Y: |
|
- |