DZ Bank Call 5.5 Aegon Ltd. 20.09.2024
/ DE000DJ65K14
DZ Bank Call 5.5 Aegon Ltd. 20.09.../ DE000DJ65K14 /
| 2024-05-15 9:05:40 AM |
Chg.+0.050 |
Bid9:45:03 AM |
Ask9:45:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+7.25% |
0.760
Bid Size: 100,000 |
0.770
Ask Size: 100,000 |
- |
5.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ65K1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.23 |
| Parity: |
0.68 |
| Time value: |
0.10 |
| Break-even: |
6.28 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
4.00% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
7.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.63% |
| 1 Month |
|
|
+117.65% |
| 3 Months |
|
|
+117.65% |
| YTD |
|
|
+131.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.620 |
| 1M High / 1M Low: |
0.720 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-13 |
0.720 |
| Low (YTD): |
2024-03-05 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
