OverviewChartNewsTraderScreen

DZ Bank Call 6.25 ENL 20.12.2024/  DE000DJ384M0  /

Frankfurt Zert./DZB
9/13/2024  9:35:01 PM Chg.+0.010 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.970EUR +1.04% 0.970
Bid Size: 3,250		 1.020
Ask Size: 3,250		 ENEL S.P.A. ... 6.25 EUR 12/20/2024 Call
 

Master data

WKN: DJ384M
Issuer: DZ Bank AG
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 6.25 EUR
Maturity: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.83
Implied volatility: 0.31
Historic volatility: 0.17
Parity: 0.83
Time value: 0.18
Break-even: 7.26
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.82
Theta: 0.00
Omega: 5.75
Rho: 0.01
 

Quote data

Open: 0.990
High: 1.000
Low: 0.950
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.23%
1 Month  
+102.08%
3 Months  
+155.26%
YTD  
+29.33%
1 Year  
+79.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.920
1M High / 1M Low: 0.970 0.450
6M High / 6M Low: 0.970 0.120
High (YTD): 9/13/2024 0.970
Low (YTD): 4/11/2024 0.120
52W High: 9/13/2024 0.970
52W Low: 4/11/2024 0.120
Avg. price 1W:   0.958
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   0.000
Avg. price 1Y:   0.489
Avg. volume 1Y:   0.000
Volatility 1M:   112.04%
Volatility 6M:   189.38%
Volatility 1Y:   165.12%
Volatility 3Y:   -