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DZ Bank Call 400 LIN 20.12.2024/  DE000DJ0NHU1  /

Frankfurt Zert./DZB
26/07/2024  21:34:51 Chg.+0.340 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
5.900EUR +6.12% 5.980
Bid Size: 2,500		 6.050
Ask Size: 2,500		 Linde plc 400.00 USD 20/12/2024 Call
 

Master data

WKN: DJ0NHU
Issuer: DZ Bank AG
Currency: EUR
Underlying: Linde plc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 20/12/2024
Issue date: 27/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.87
Leverage: Yes

Calculated values

Fair value: 5.36
Intrinsic value: 4.73
Implied volatility: 0.27
Historic volatility: 0.14
Parity: 4.73
Time value: 1.32
Break-even: 428.97
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 1.17%
Delta: 0.81
Theta: -0.09
Omega: 5.58
Rho: 1.11
 

Quote data

Open: 5.350
High: 6.040
Low: 5.350
Previous Close: 5.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.69%
1 Month  
+13.03%
3 Months
  -7.09%
YTD  
+38.82%
1 Year  
+40.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.900 5.480
1M High / 1M Low: 5.900 4.270
6M High / 6M Low: 9.210 3.590
High (YTD): 13/03/2024 9.210
Low (YTD): 05/02/2024 3.590
52W High: 13/03/2024 9.210
52W Low: 25/10/2023 2.830
Avg. price 1W:   5.632
Avg. volume 1W:   0.000
Avg. price 1M:   5.103
Avg. volume 1M:   0.000
Avg. price 6M:   5.849
Avg. volume 6M:   0.000
Avg. price 1Y:   4.917
Avg. volume 1Y:   0.000
Volatility 1M:   114.37%
Volatility 6M:   95.15%
Volatility 1Y:   93.17%
Volatility 3Y:   -