DZ Bank Call 42.5 EBO 20.12.2024
/ DE000DJ8B511
DZ Bank Call 42.5 EBO 20.12.2024/ DE000DJ8B511 /
9/6/2024 9:35:11 PM |
Chg.-0.080 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-11.43% |
0.610 Bid Size: 5,000 |
0.670 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ8B51 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/10/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
0.60 |
Time value: |
0.15 |
Break-even: |
50.00 |
Moneyness: |
1.14 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
8.70% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
5.21 |
Rho: |
0.09 |
Quote data
Open: |
0.650 |
High: |
0.730 |
Low: |
0.610 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.50% |
1 Month |
|
|
+51.22% |
3 Months |
|
|
+14.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.670 |
1M High / 1M Low: |
0.820 |
0.410 |
6M High / 6M Low: |
0.820 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.642 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.442 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.72% |
Volatility 6M: |
|
154.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |