DZ Bank Call 5 APPH/D 20.09.2024
/ DE000DJ878R0
DZ Bank Call 5 APPH/D 20.09.2024/ DE000DJ878R0 /
7/17/2024 8:06:46 AM |
Chg.- |
Bid10:00:16 PM |
Ask10:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.45EUR |
- |
- Bid Size: - |
- Ask Size: - |
APONTIS PHARM. AG IN... |
5.00 - |
9/20/2024 |
Call |
Master data
WKN: |
DJ878R |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
APONTIS PHARM. AG INH ON |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 - |
Maturity: |
9/20/2024 |
Issue date: |
2/6/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.20 |
Intrinsic value: |
3.18 |
Implied volatility: |
1.38 |
Historic volatility: |
0.43 |
Parity: |
3.18 |
Time value: |
0.29 |
Break-even: |
8.47 |
Moneyness: |
1.64 |
Premium: |
0.04 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
2.10 |
Rho: |
0.01 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.45 |
Previous Close: |
3.49 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.15% |
3 Months |
|
|
+7.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.62 |
3.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.45 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |