DZ Bank Call 55 AI3A 20.12.2024
/ DE000DJ5LD23
DZ Bank Call 55 AI3A 20.12.2024/ DE000DJ5LD23 /
| 29/10/2024 09:10:01 |
Chg.- |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMADEUS IT GRP SA EO... |
55.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5LD2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AMADEUS IT GRP SA EO 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.20 |
| Parity: |
1.29 |
| Time value: |
0.12 |
| Break-even: |
69.10 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
7.63% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
4.19 |
| Rho: |
0.05 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.02% |
| 3 Months |
|
|
+206.52% |
| YTD |
|
|
+1.44% |
| 1 Year |
|
|
+41.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.41 |
1.05 |
| 6M High / 6M Low: |
1.48 |
0.42 |
| High (YTD): |
06/06/2024 |
1.48 |
| Low (YTD): |
05/08/2024 |
0.42 |
| 52W High: |
06/06/2024 |
1.48 |
| 52W Low: |
05/08/2024 |
0.42 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.88% |
| Volatility 6M: |
|
121.03% |
| Volatility 1Y: |
|
115.00% |
| Volatility 3Y: |
|
- |
