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DZ Bank Call 6.5 PSM 20.12.2024/  DE000DJ2SCL6  /

Frankfurt Zert./DZB
18/10/2024  21:34:33 Chg.+0.040 Bid21:55:01 Ask21:55:01 Underlying Strike price Expiration date Option type
0.350EUR +12.90% 0.350
Bid Size: 4,000		 0.410
Ask Size: 4,000		 PROSIEBENSAT.1 NA O... 6.50 EUR 20/12/2024 Call
 

Master data

WKN: DJ2SCL
Issuer: DZ Bank AG
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 20/12/2024
Issue date: 27/09/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.49
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.46
Parity: -0.40
Time value: 0.37
Break-even: 6.87
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.99
Spread abs.: 0.06
Spread %: 19.35%
Delta: 0.43
Theta: 0.00
Omega: 7.16
Rho: 0.00
 

Quote data

Open: 0.300
High: 0.370
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+105.88%
3 Months
  -74.07%
YTD
  -41.67%
1 Year
  -33.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.380 0.170
6M High / 6M Low: 1.940 0.140
High (YTD): 17/04/2024 2.120
Low (YTD): 16/09/2024 0.140
52W High: 17/04/2024 2.120
52W Low: 16/09/2024 0.140
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   145.385
Avg. price 1Y:   0.852
Avg. volume 1Y:   158.984
Volatility 1M:   273.04%
Volatility 6M:   188.89%
Volatility 1Y:   200.62%
Volatility 3Y:   -