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DZ Bank Call 245 ADS 20.12.2024/  DE000DJ03EA6  /

Frankfurt Zert./DZB
2024-05-31  12:34:50 PM Chg.-0.030 Bid12:54:42 PM Ask12:54:42 PM Underlying Strike price Expiration date Option type
1.640EUR -1.80% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 245.00 - 2024-12-20 Call
 

Master data

WKN: DJ03EA
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-12-20
Issue date: 2023-04-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.23
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.29
Parity: -1.35
Time value: 1.75
Break-even: 262.50
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 4.79%
Delta: 0.48
Theta: -0.06
Omega: 6.39
Rho: 0.52
 

Quote data

Open: 1.660
High: 1.660
Low: 1.620
Previous Close: 1.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.84%
1 Month
  -4.09%
3 Months  
+182.76%
YTD  
+124.66%
1 Year  
+228.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.250
1M High / 1M Low: 1.750 1.250
6M High / 6M Low: 2.050 0.290
High (YTD): 2024-04-29 2.050
Low (YTD): 2024-01-31 0.290
52W High: 2024-04-29 2.050
52W Low: 2024-01-31 0.290
Avg. price 1W:   1.414
Avg. volume 1W:   0.000
Avg. price 1M:   1.516
Avg. volume 1M:   0.000
Avg. price 6M:   0.915
Avg. volume 6M:   0.000
Avg. price 1Y:   0.837
Avg. volume 1Y:   88.773
Volatility 1M:   120.09%
Volatility 6M:   180.88%
Volatility 1Y:   170.54%
Volatility 3Y:   -