DZ Bank Call 5.5 PBB 20.12.2024
/ DE000DJ879N7
DZ Bank Call 5.5 PBB 20.12.2024/ DE000DJ879N7 /
| 2024-05-29 12:05:10 PM |
Chg.+0.030 |
Bid12:28:37 PM |
Ask12:28:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+5.17% |
0.630
Bid Size: 20,000 |
0.680
Ask Size: 20,000 |
DT.PFANDBRIEFBK AG |
5.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ879N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.39 |
| Parity: |
0.28 |
| Time value: |
0.45 |
| Break-even: |
6.22 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
26.32% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
5.33 |
| Rho: |
0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.610 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+134.62% |
| 3 Months |
|
|
+134.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.650 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
