DZ Bank Call 18 F3C 20.12.2024
/ DE000DJ5LHY6
DZ Bank Call 18 F3C 20.12.2024/ DE000DJ5LHY6 /
| 2024-05-29 8:25:46 AM |
Chg.0.000 |
Bid11:33:08 AM |
Ask11:33:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
0.00% |
0.760
Bid Size: 150,000 |
0.790
Ask Size: 150,000 |
SFC ENERGY AG |
18.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5LHY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SFC ENERGY AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.39 |
| Parity: |
0.61 |
| Time value: |
0.24 |
| Break-even: |
26.40 |
| Moneyness: |
1.34 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
12.00% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+85.37% |
| 3 Months |
|
|
+105.41% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
0.850 |
0.400 |
| 6M High / 6M Low: |
0.850 |
0.330 |
| High (YTD): |
2024-05-21 |
0.850 |
| Low (YTD): |
2024-03-06 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.07% |
| Volatility 6M: |
|
109.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
