DZ Bank Call 6 LPK 20.09.2024
/ DE000DJ5F336
DZ Bank Call 6 LPK 20.09.2024/ DE000DJ5F336 /
31/07/2024 12:34:53 |
Chg.+0.380 |
Bid21:58:07 |
Ask31/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
+17.35% |
- Bid Size: - |
- Ask Size: - |
LPKF LASER+ELECTR.IN... |
6.00 - |
20/09/2024 |
Call |
Master data
WKN: |
DJ5F33 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LPKF LASER+ELECTR.INH ON |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 - |
Maturity: |
20/09/2024 |
Issue date: |
18/10/2023 |
Last trading day: |
31/07/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.35 |
Intrinsic value: |
2.32 |
Implied volatility: |
1.10 |
Historic volatility: |
0.37 |
Parity: |
2.32 |
Time value: |
0.33 |
Break-even: |
8.65 |
Moneyness: |
1.39 |
Premium: |
0.04 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.27 |
Spread %: |
11.34% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
2.67 |
Rho: |
0.01 |
Quote data
Open: |
2.210 |
High: |
2.570 |
Low: |
2.210 |
Previous Close: |
2.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+35.98% |
1 Month |
|
|
-5.51% |
3 Months |
|
|
+27.23% |
YTD |
|
|
-39.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.570 |
1.890 |
1M High / 1M Low: |
2.830 |
1.830 |
6M High / 6M Low: |
3.480 |
1.830 |
High (YTD): |
10/01/2024 |
4.740 |
Low (YTD): |
19/07/2024 |
1.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.217 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.303 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.75% |
Volatility 6M: |
|
95.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |