DZ Bank Call 8.5 LPK 20.09.2024/  DE000DJ6CAS0  /

Frankfurt Zert./DZB
2024-08-05  2:05:02 PM Chg.-0.130 Bid2:07:51 PM Ask2:07:51 PM Underlying Strike price Expiration date Option type
0.160EUR -44.83% 0.200
Bid Size: 10,000
0.300
Ask Size: 10,000
LPKF LASER+ELECTR.IN... 8.50 - 2024-09-20 Call
 

Master data

WKN: DJ6CAS
Issuer: DZ Bank AG
Currency: EUR
Underlying: LPKF LASER+ELECTR.INH ON
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-09-20
Issue date: 2023-11-07
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.86
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.37
Parity: -0.18
Time value: 0.56
Break-even: 9.06
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.97
Spread abs.: 0.30
Spread %: 115.38%
Delta: 0.50
Theta: -0.01
Omega: 7.45
Rho: 0.00
 

Quote data

Open: 0.080
High: 0.280
Low: 0.080
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -79.75%
3 Months
  -70.91%
YTD
  -93.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.190
1M High / 1M Low: 0.850 0.180
6M High / 6M Low: 1.760 0.180
High (YTD): 2024-01-10 2.680
Low (YTD): 2024-07-26 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.424
Avg. volume 1M:   0.000
Avg. price 6M:   0.703
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   382.79%
Volatility 6M:   244.70%
Volatility 1Y:   -
Volatility 3Y:   -