DZ Bank Call 375 ADBE 20.12.2024
/ DE000DJ0AP35
DZ Bank Call 375 ADBE 20.12.2024/ DE000DJ0AP35 /
| 2024-05-03 9:35:10 PM |
Chg.+0.760 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.580EUR |
+6.43% |
12.610
Bid Size: 5,000 |
-
Ask Size: - |
Adobe Inc |
375.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0AP3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Adobe Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.70 |
| Intrinsic value: |
10.33 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
10.33 |
| Time value: |
2.25 |
| Break-even: |
474.26 |
| Moneyness: |
1.30 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.24% |
| Delta: |
0.85 |
| Theta: |
-0.10 |
| Omega: |
3.04 |
| Rho: |
1.62 |
Quote data
| Open: |
11.980 |
| High: |
12.660 |
| Low: |
11.800 |
| Previous Close: |
11.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.75% |
| 1 Month |
|
|
-2.02% |
| 3 Months |
|
|
-52.37% |
| YTD |
|
|
-43.96% |
| 1 Year |
|
|
+133.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.580 |
11.120 |
| 1M High / 1M Low: |
13.090 |
11.090 |
| 6M High / 6M Low: |
26.630 |
11.090 |
| High (YTD): |
2024-02-02 |
26.410 |
| Low (YTD): |
2024-04-19 |
11.090 |
| 52W High: |
2023-12-12 |
26.630 |
| 52W Low: |
2023-05-12 |
5.260 |
| Avg. price 1W: |
|
11.765 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
20.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
17.976 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.32% |
| Volatility 6M: |
|
82.45% |
| Volatility 1Y: |
|
82.84% |
| Volatility 3Y: |
|
- |
