DZ Bank Call 55 AI3A 21.06.2024
/ DE000DJ5FHU6
DZ Bank Call 55 AI3A 21.06.2024/ DE000DJ5FHU6 /
| 2024-06-12 9:15:06 AM |
Chg.-0.10 |
Bid9:48:09 AM |
Ask9:48:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-8.20% |
1.13
Bid Size: 50,000 |
1.15
Ask Size: 50,000 |
AMADEUS IT GRP SA EO... |
55.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5FHU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AMADEUS IT GRP SA EO 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.21 |
| Parity: |
1.09 |
| Time value: |
0.10 |
| Break-even: |
66.90 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.08 |
| Spread %: |
7.21% |
| Delta: |
0.86 |
| Theta: |
-0.16 |
| Omega: |
4.74 |
| Rho: |
0.01 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.89% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+128.57% |
| YTD |
|
|
-7.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.13 |
| 1M High / 1M Low: |
1.35 |
0.80 |
| 6M High / 6M Low: |
1.35 |
0.34 |
| High (YTD): |
2024-06-06 |
1.35 |
| Low (YTD): |
2024-04-17 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.38% |
| Volatility 6M: |
|
158.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
