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: |
|
- |
