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DZ Bank Call 245 ADS 20.09.2024/  DE000DJ03D91  /

Frankfurt Zert./DZB
6/7/2024  9:35:15 PM Chg.-0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.890EUR -2.20% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 245.00 - 9/20/2024 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: 9/20/2024
Issue date: 4/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.11
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -1.40
Time value: 0.92
Break-even: 254.20
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 4.55%
Delta: 0.40
Theta: -0.07
Omega: 10.11
Rho: 0.24
 

Quote data

Open: 0.890
High: 0.900
Low: 0.820
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.00%
1 Month  
+3.49%
3 Months  
+196.67%
YTD  
+93.48%
1 Year  
+106.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.890
1M High / 1M Low: 1.090 0.640
6M High / 6M Low: 1.380 0.170
High (YTD): 4/29/2024 1.380
Low (YTD): 1/31/2024 0.170
52W High: 4/29/2024 1.380
52W Low: 1/31/2024 0.170
Avg. price 1W:   0.956
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   89.122
Volatility 1M:   183.94%
Volatility 6M:   217.60%
Volatility 1Y:   200.22%
Volatility 3Y:   -