DZ Bank Call 16 EVK 21.06.2024
/ DE000DJ5ADV4
DZ Bank Call 16 EVK 21.06.2024/ DE000DJ5ADV4 /
| 2024-05-16 12:05:00 PM |
Chg.+0.040 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+1.83% |
2.220
Bid Size: 12,500 |
2.320
Ask Size: 12,500 |
EVONIK INDUSTRIES NA... |
16.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5ADV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
EVONIK INDUSTRIES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.77 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
4.71 |
| Time value: |
-2.24 |
| Break-even: |
18.47 |
| Moneyness: |
1.29 |
| Premium: |
-0.11 |
| Premium p.a.: |
-0.69 |
| Spread abs.: |
0.30 |
| Spread %: |
13.82% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.180 |
| High: |
2.230 |
| Low: |
2.180 |
| Previous Close: |
2.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.14% |
| 3 Months |
|
|
+115.53% |
| YTD |
|
|
+37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
2.180 |
| 1M High / 1M Low: |
2.260 |
1.620 |
| 6M High / 6M Low: |
2.260 |
0.720 |
| High (YTD): |
2024-05-14 |
2.260 |
| Low (YTD): |
2024-03-14 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.01% |
| Volatility 6M: |
|
113.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
