DZ Bank Call 55 HBH 21.06.2024
/ DE000DJ5LF70
DZ Bank Call 55 HBH 21.06.2024/ DE000DJ5LF70 /
| 5/16/2024 7:34:42 PM |
Chg.+0.060 |
Bid7:44:33 PM |
Ask7:44:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+2.64% |
2.330
Bid Size: 3,500 |
2.460
Ask Size: 3,500 |
HORNBACH HOLD.ST O.N... |
55.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
DJ5LF7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HORNBACH HOLD.ST O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.23 |
| Parity: |
2.30 |
| Time value: |
0.16 |
| Break-even: |
79.60 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
6.49% |
| Delta: |
0.90 |
| Theta: |
-0.07 |
| Omega: |
2.85 |
| Rho: |
0.04 |
Quote data
| Open: |
2.310 |
| High: |
2.430 |
| Low: |
2.310 |
| Previous Close: |
2.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.50% |
| 1 Month |
|
|
+20.73% |
| 3 Months |
|
|
+71.32% |
| YTD |
|
|
+67.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
2.000 |
| 1M High / 1M Low: |
2.270 |
1.810 |
| 6M High / 6M Low: |
2.270 |
0.900 |
| High (YTD): |
5/15/2024 |
2.270 |
| Low (YTD): |
2/5/2024 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.58% |
| Volatility 6M: |
|
92.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
