DZ Bank Call 16 EVK 20.09.2024
/ DE000DJ52R87
DZ Bank Call 16 EVK 20.09.2024/ DE000DJ52R87 /
| 2024-05-24 9:34:58 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
0.380
Bid Size: 15,000 |
-
Ask Size: - |
EVONIK INDUSTRIES NA... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52R8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.42 |
| Time value: |
0.03 |
| Break-even: |
20.50 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
18.42% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
4.24 |
| Rho: |
0.05 |
Quote data
| Open: |
0.370 |
| High: |
0.420 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
+153.33% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.430 |
0.280 |
| 6M High / 6M Low: |
0.430 |
0.140 |
| High (YTD): |
2024-05-14 |
0.430 |
| Low (YTD): |
2024-03-18 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.94% |
| Volatility 6M: |
|
114.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
