DZ Bank Call 5.5 Aegon Ltd. 20.12.2024
/ DE000DJ65K48
DZ Bank Call 5.5 Aegon Ltd. 20.12.../ DE000DJ65K48 /
| 11/19/2024 4:04:41 PM |
Chg.-0.110 |
Bid4:11:53 PM |
Ask4:11:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-18.33% |
0.500
Bid Size: 100,000 |
0.510
Ask Size: 100,000 |
- |
5.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ65K4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
0.58 |
| Time value: |
0.10 |
| Break-even: |
6.18 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
13.33% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
7.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.470 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-5.77% |
| 3 Months |
|
|
+8.89% |
| YTD |
|
|
+25.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.590 |
| 1M High / 1M Low: |
0.770 |
0.400 |
| 6M High / 6M Low: |
0.910 |
0.210 |
| High (YTD): |
5/20/2024 |
0.910 |
| Low (YTD): |
9/3/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.18% |
| Volatility 6M: |
|
187.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
