DZ Bank Call 90 ADN1/D 20.12.2024
/ DE000DJ5LDQ1
DZ Bank Call 90 ADN1/D 20.12.2024/ DE000DJ5LDQ1 /
| 2024-07-31 8:23:44 AM |
Chg.+0.150 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+16.48% |
1.060
Bid Size: 1,750 |
1.160
Ask Size: 1,750 |
ADESSO SE INH O.N. |
90.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5LDQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
0.03 |
| Time value: |
0.99 |
| Break-even: |
100.20 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.12 |
| Spread %: |
13.33% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
5.12 |
| Rho: |
0.16 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.28% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
-61.59% |
| YTD |
|
|
-62.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.910 |
| 1M High / 1M Low: |
1.310 |
0.700 |
| 6M High / 6M Low: |
3.850 |
0.700 |
| High (YTD): |
2024-03-08 |
3.850 |
| Low (YTD): |
2024-07-04 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.975 |
| Avg. volume 1M: |
|
68.182 |
| Avg. price 6M: |
|
2.225 |
| Avg. volume 6M: |
|
46.457 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.73% |
| Volatility 6M: |
|
138.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
