DZ Bank Call 5 PBB 20.09.2024
/ DE000DJ89583
DZ Bank Call 5 PBB 20.09.2024/ DE000DJ89583 /
| 2024-05-31 9:35:09 PM |
Chg.-0.030 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
0.800
Bid Size: 2,000 |
0.950
Ask Size: 2,000 |
DT.PFANDBRIEFBK AG |
5.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ8958 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.39 |
| Parity: |
0.73 |
| Time value: |
0.22 |
| Break-even: |
5.95 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
18.75% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
4.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.820 |
| High: |
0.900 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+142.42% |
| 3 Months |
|
|
+175.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
0.830 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
454.545 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
