DZ Bank Call 25 JEN 20.12.2024
/ DE000DJ5AHG6
DZ Bank Call 25 JEN 20.12.2024/ DE000DJ5AHG6 /
| 2024-06-03 8:27:30 AM |
Chg.-0.17 |
Bid1:35:52 PM |
Ask1:35:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.61EUR |
-4.50% |
3.91
Bid Size: 12,500 |
4.01
Ask Size: 12,500 |
JENOPTIK AG NA O.N. |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5AHG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
JENOPTIK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
2.38 |
| Time value: |
1.79 |
| Break-even: |
29.17 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.69 |
| Spread %: |
19.83% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.74 |
| Rho: |
0.09 |
Quote data
| Open: |
3.61 |
| High: |
3.61 |
| Low: |
3.61 |
| Previous Close: |
3.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.75% |
| 1 Month |
|
|
+36.74% |
| 3 Months |
|
|
-26.48% |
| YTD |
|
|
-23.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.00 |
3.31 |
| 1M High / 1M Low: |
4.29 |
2.56 |
| 6M High / 6M Low: |
5.58 |
2.19 |
| High (YTD): |
2024-02-22 |
5.58 |
| Low (YTD): |
2024-04-19 |
2.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.20% |
| Volatility 6M: |
|
111.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
