DZ Bank Call 5.5 PBB 20.12.2024
/ DE000DJ879N7
DZ Bank Call 5.5 PBB 20.12.2024/ DE000DJ879N7 /
| 6/4/2024 6:09:24 PM |
Chg.-0.020 |
Bid8:17:46 PM |
Ask8:17:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.730
Bid Size: 5,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
5.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.39 |
| Parity: |
0.53 |
| Time value: |
0.32 |
| Break-even: |
6.34 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
5.34 |
| Rho: |
0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.870 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.76% |
| 1 Month |
|
|
+156.67% |
| 3 Months |
|
|
+234.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.540 |
| 1M High / 1M Low: |
0.790 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
