DZ Bank Call 70 HBH 20.12.2024
/ DE000DJ0S5P6
DZ Bank Call 70 HBH 20.12.2024/ DE000DJ0S5P6 /
2024-06-05 9:34:41 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
-2.07% |
1.430 Bid Size: 1,000 |
1.520 Ask Size: 1,000 |
HORNBACH HOLD.ST O.N... |
70.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ0S5P |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
HORNBACH HOLD.ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
1.02 |
Time value: |
0.52 |
Break-even: |
85.40 |
Moneyness: |
1.15 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.09 |
Spread %: |
6.21% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
3.94 |
Rho: |
0.25 |
Quote data
Open: |
1.460 |
High: |
1.530 |
Low: |
1.420 |
Previous Close: |
1.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.60% |
1 Month |
|
|
+25.66% |
3 Months |
|
|
+63.22% |
YTD |
|
|
+61.36% |
1 Year |
|
|
+0.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.250 |
1M High / 1M Low: |
1.450 |
1.110 |
6M High / 6M Low: |
1.450 |
0.580 |
High (YTD): |
2024-06-04 |
1.450 |
Low (YTD): |
2024-02-05 |
0.600 |
52W High: |
2023-08-07 |
1.640 |
52W Low: |
2023-10-27 |
0.410 |
Avg. price 1W: |
|
1.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.268 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.937 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.021 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.25% |
Volatility 6M: |
|
109.33% |
Volatility 1Y: |
|
100.83% |
Volatility 3Y: |
|
- |