DZ Bank Call 55 KBX 20.12.2024/  DE000DJ5J502  /

Frankfurt Zert./DZB
8/28/2024  9:35:06 PM Chg.0.000 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
1.920EUR 0.00% 1.930
Bid Size: 7,500
2.020
Ask Size: 7,500
KNORR-BREMSE AG INH... 55.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ5J50
Issuer: DZ Bank AG
Currency: EUR
Underlying: KNORR-BREMSE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 12/20/2024
Issue date: 10/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.82
Implied volatility: 0.50
Historic volatility: 0.24
Parity: 1.82
Time value: 0.19
Break-even: 75.10
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 4.69%
Delta: 0.89
Theta: -0.02
Omega: 3.23
Rho: 0.14
 

Quote data

Open: 1.920
High: 1.940
Low: 1.880
Previous Close: 1.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month  
+10.34%
3 Months  
+1.05%
YTD  
+110.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 1.920
1M High / 1M Low: 2.070 1.470
6M High / 6M Low: 2.210 1.180
High (YTD): 5/15/2024 2.210
Low (YTD): 1/19/2024 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   1.960
Avg. volume 1W:   0.000
Avg. price 1M:   1.795
Avg. volume 1M:   0.000
Avg. price 6M:   1.765
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.44%
Volatility 6M:   85.14%
Volatility 1Y:   -
Volatility 3Y:   -