DZ Bank Call 245 ADS 20.09.2024/  DE000DJ03D91  /

Frankfurt Zert./DZB
2024-05-31  8:35:19 PM Chg.+0.010 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
1.000EUR +1.01% 1.000
Bid Size: 20,000
1.040
Ask Size: 20,000
ADIDAS AG NA O.N. 245.00 - 2024-09-20 Call
 

Master data

WKN: DJ03D9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-09-20
Issue date: 2023-04-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.84
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.29
Parity: -1.35
Time value: 1.06
Break-even: 255.60
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.08
Spread %: 8.16%
Delta: 0.42
Theta: -0.07
Omega: 9.22
Rho: 0.27
 

Quote data

Open: 0.980
High: 1.000
Low: 0.920
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -5.66%
3 Months  
+222.58%
YTD  
+117.39%
1 Year  
+170.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.640
1M High / 1M Low: 1.090 0.640
6M High / 6M Low: 1.380 0.170
High (YTD): 2024-04-29 1.380
Low (YTD): 2024-01-31 0.170
52W High: 2024-04-29 1.380
52W Low: 2024-01-31 0.170
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   0.547
Avg. volume 1Y:   88.773
Volatility 1M:   183.93%
Volatility 6M:   217.41%
Volatility 1Y:   203.07%
Volatility 3Y:   -