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DZ Bank Call 8.5 LPK 20.12.2024/  DE000DJ394K3  /

Frankfurt Zert./DZB
18/10/2024  21:34:41 Chg.-0.090 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.860EUR -9.47% 0.850
Bid Size: 1,000		 1.150
Ask Size: 1,000		 LPKF LASER+ELECTR.IN... 8.50 - 20/12/2024 Call
 

Master data

WKN: DJ394K
Issuer: DZ Bank AG
Currency: EUR
Underlying: LPKF LASER+ELECTR.INH ON
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 20/12/2024
Issue date: 20/07/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.90
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.59
Implied volatility: 0.55
Historic volatility: 0.37
Parity: 0.59
Time value: 0.56
Break-even: 9.65
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.42
Spread abs.: 0.30
Spread %: 35.29%
Delta: 0.67
Theta: -0.01
Omega: 5.28
Rho: 0.01
 

Quote data

Open: 0.960
High: 1.150
Low: 0.860
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.82%
1 Month  
+16.22%
3 Months  
+48.28%
YTD
  -66.41%
1 Year  
+43.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.860
1M High / 1M Low: 1.290 0.660
6M High / 6M Low: 1.290 0.400
High (YTD): 10/01/2024 2.880
Low (YTD): 11/09/2024 0.400
52W High: 10/01/2024 2.880
52W Low: 11/09/2024 0.400
Avg. price 1W:   1.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.873
Avg. volume 1M:   0.000
Avg. price 6M:   0.762
Avg. volume 6M:   0.000
Avg. price 1Y:   1.228
Avg. volume 1Y:   0.000
Volatility 1M:   218.69%
Volatility 6M:   198.26%
Volatility 1Y:   187.77%
Volatility 3Y:   -