DZ Bank Call 15 1U1 21.06.2024
/ DE000DJ5FHK7
DZ Bank Call 15 1U1 21.06.2024/ DE000DJ5FHK7 /
| 2024-05-23 6:12:59 PM |
Chg.-0.31 |
Bid9:32:07 PM |
Ask9:32:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-11.79% |
1.90
Bid Size: 3,125 |
2.18
Ask Size: 3,125 |
1+1 AG INH O.N. |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5FHK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.33 |
| Parity: |
2.54 |
| Time value: |
0.36 |
| Break-even: |
17.90 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.30 |
| Spread %: |
11.54% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
5.03 |
| Rho: |
0.01 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.32 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
-18.60% |
| YTD |
|
|
-43.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.61 |
| 1M High / 1M Low: |
2.76 |
1.75 |
| 6M High / 6M Low: |
4.99 |
1.48 |
| High (YTD): |
2024-01-24 |
4.99 |
| Low (YTD): |
2024-04-16 |
1.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.11% |
| Volatility 6M: |
|
135.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
