DZ Bank Call 75 HBH 20.12.2024
/ DE000DJ3MZF0
DZ Bank Call 75 HBH 20.12.2024/ DE000DJ3MZF0 /
10/8/2024 1:08:25 PM |
Chg.+0.050 |
Bid1:15:46 PM |
Ask1:15:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
+4.39% |
1.200 Bid Size: 10,000 |
1.230 Ask Size: 10,000 |
HORNBACH HOLD.ST O.N... |
75.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ3MZF |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HORNBACH HOLD.ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 - |
Maturity: |
12/20/2024 |
Issue date: |
6/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
1.03 |
Time value: |
0.21 |
Break-even: |
87.40 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.09 |
Spread %: |
7.83% |
Delta: |
0.81 |
Theta: |
-0.03 |
Omega: |
5.59 |
Rho: |
0.11 |
Quote data
Open: |
1.150 |
High: |
1.190 |
Low: |
1.150 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
+65.28% |
3 Months |
|
|
+45.12% |
YTD |
|
|
+75.00% |
1 Year |
|
|
+124.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
1.100 |
1M High / 1M Low: |
1.410 |
0.750 |
6M High / 6M Low: |
1.410 |
0.440 |
High (YTD): |
9/30/2024 |
1.410 |
Low (YTD): |
2/5/2024 |
0.430 |
52W High: |
9/30/2024 |
1.410 |
52W Low: |
10/27/2023 |
0.300 |
Avg. price 1W: |
|
1.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.896 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.730 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
118.47% |
Volatility 6M: |
|
133.23% |
Volatility 1Y: |
|
133.29% |
Volatility 3Y: |
|
- |