DZ Bank Call 400 LIN 20.12.2024
/ DE000DJ0NHU1
DZ Bank Call 400 LIN 20.12.2024/ DE000DJ0NHU1 /
| 2024-07-26 8:25:49 AM |
Chg.-0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.33EUR |
-0.74% |
-
Bid Size: - |
-
Ask Size: - |
Linde plc |
400.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-03-27 |
| Last trading day: |
2024-12-19 |
| 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: |
5.33 |
| High: |
5.33 |
| Low: |
5.33 |
| Previous Close: |
5.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.99% |
| 1 Month |
|
|
-0.56% |
| 3 Months |
|
|
-16.46% |
| YTD |
|
|
+21.97% |
| 1 Year |
|
|
+29.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.54 |
5.33 |
| 1M High / 1M Low: |
5.87 |
4.42 |
| 6M High / 6M Low: |
9.16 |
3.56 |
| High (YTD): |
2024-03-14 |
9.16 |
| Low (YTD): |
2024-01-29 |
3.56 |
| 52W High: |
2024-03-14 |
9.16 |
| 52W Low: |
2023-10-25 |
2.85 |
| Avg. price 1W: |
|
5.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.91 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
103.06% |
| Volatility 6M: |
|
91.92% |
| Volatility 1Y: |
|
89.35% |
| Volatility 3Y: |
|
- |
