DZ Bank Call 70 HBH 20.12.2024
/ DE000DJ0S5P6
DZ Bank Call 70 HBH 20.12.2024/ DE000DJ0S5P6 /
| 08/11/2024 18:09:43 |
Chg.-0.12 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-9.60% |
-
Bid Size: - |
-
Ask Size: - |
HORNBACH HOLD.ST O.N... |
70.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ0S5P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HORNBACH HOLD.ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
1.06 |
| Time value: |
0.08 |
| Break-even: |
81.40 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
6.30 |
| Rho: |
0.07 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.13 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
-30.25% |
| 3 Months |
|
|
+41.25% |
| YTD |
|
|
+29.89% |
| 1 Year |
|
|
+68.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.11 |
| 1M High / 1M Low: |
1.63 |
1.07 |
| 6M High / 6M Low: |
1.83 |
0.71 |
| High (YTD): |
30/09/2024 |
1.83 |
| Low (YTD): |
05/02/2024 |
0.60 |
| 52W High: |
30/09/2024 |
1.83 |
| 52W Low: |
04/12/2023 |
0.56 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
112.42% |
| Volatility 6M: |
|
109.46% |
| Volatility 1Y: |
|
111.49% |
| Volatility 3Y: |
|
- |
