DZ Bank Call 5.5 ZIL 20.12.2024
/ DE000DJ26TX7
DZ Bank Call 5.5 ZIL 20.12.2024/ DE000DJ26TX7 /
25/07/2024 08:23:42 |
Chg.-0.010 |
Bid09:15:46 |
Ask09:15:46 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-3.33% |
0.330 Bid Size: 15,000 |
0.350 Ask Size: 15,000 |
ELRINGKLINGER AG |
5.50 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ26TX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ELRINGKLINGER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.39 |
Parity: |
-0.68 |
Time value: |
0.41 |
Break-even: |
5.91 |
Moneyness: |
0.88 |
Premium: |
0.23 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.06 |
Spread %: |
17.14% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
4.98 |
Rho: |
0.01 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.27% |
1 Month |
|
|
-54.69% |
3 Months |
|
|
-80.92% |
YTD |
|
|
-72.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.300 |
1M High / 1M Low: |
0.640 |
0.300 |
6M High / 6M Low: |
2.110 |
0.300 |
High (YTD): |
09/04/2024 |
2.110 |
Low (YTD): |
24/07/2024 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
4,000 |
Avg. price 1M: |
|
0.475 |
Avg. volume 1M: |
|
909.091 |
Avg. price 6M: |
|
0.975 |
Avg. volume 6M: |
|
836.220 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.55% |
Volatility 6M: |
|
160.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |