DZ Bank Call 147.5 BEI 20.12.2024
/ DE000DJ7EPH5
DZ Bank Call 147.5 BEI 20.12.2024/ DE000DJ7EPH5 /
| 2024-05-31 9:35:08 PM |
Chg.+0.090 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+13.04% |
0.800
Bid Size: 4,000 |
0.840
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
147.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7EPH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
147.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.32 |
| Time value: |
0.84 |
| Break-even: |
155.90 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
9.06 |
| Rho: |
0.37 |
Quote data
| Open: |
0.690 |
| High: |
0.780 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.36% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+95.00% |
| YTD |
|
|
+23.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.690 |
| 1M High / 1M Low: |
0.990 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
0.990 |
| Low (YTD): |
2024-04-10 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
