DZ Bank Call 5.5 PBB 20.09.2024
/ DE000DJ879M9
DZ Bank Call 5.5 PBB 20.09.2024/ DE000DJ879M9 /
| 2024-05-31 9:34:42 PM |
Chg.-0.030 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-6.00% |
0.470
Bid Size: 2,000 |
0.620
Ask Size: 2,000 |
DT.PFANDBRIEFBK AG |
5.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ879M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.39 |
| Parity: |
0.23 |
| Time value: |
0.39 |
| Break-even: |
6.12 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
31.91% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
5.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.500 |
| High: |
0.570 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+113.64% |
| 3 Months |
|
|
+161.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.430 |
| 1M High / 1M Low: |
0.560 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
