DZ Bank Call 5 DEZ 20.12.2024
/ DE000DJ5ABW6
DZ Bank Call 5 DEZ 20.12.2024/ DE000DJ5ABW6 /
8/8/2024 6:13:56 PM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
DEUTZ AG O.N. |
5.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ5ABW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
9/1/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
20.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.41 |
Parity: |
-0.39 |
Time value: |
0.22 |
Break-even: |
5.22 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.06 |
Spread %: |
37.50% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
8.31 |
Rho: |
0.01 |
Quote data
Open: |
0.170 |
High: |
0.190 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.27% |
1 Month |
|
|
-56.76% |
3 Months |
|
|
-52.94% |
YTD |
|
|
-36.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.170 |
1M High / 1M Low: |
0.370 |
0.170 |
6M High / 6M Low: |
0.400 |
0.170 |
High (YTD): |
4/9/2024 |
0.400 |
Low (YTD): |
1/17/2024 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
300.174 |
Avg. price 6M: |
|
0.337 |
Avg. volume 6M: |
|
54.362 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.33% |
Volatility 6M: |
|
105.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |