DZ Bank Call 6 HABA 20.09.2024
/ DE000DJ52UJ0
DZ Bank Call 6 HABA 20.09.2024/ DE000DJ52UJ0 /
| 8/2/2024 9:35:02 PM |
Chg.+0.040 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+8.51% |
0.490
Bid Size: 250 |
0.940
Ask Size: 250 |
HAMBORNER REIT AG NA... |
6.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ52UJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HAMBORNER REIT AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.20 |
| Parity: |
0.54 |
| Time value: |
0.36 |
| Break-even: |
6.90 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.45 |
| Spread %: |
100.00% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
5.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.500 |
| High: |
0.630 |
| Low: |
0.500 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
-33.77% |
| YTD |
|
|
-54.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.630 |
0.450 |
| 6M High / 6M Low: |
0.850 |
0.450 |
| High (YTD): |
1/15/2024 |
1.080 |
| Low (YTD): |
7/25/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.95% |
| Volatility 6M: |
|
100.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
