DZ Bank Call 5 PBB 20.12.2024
/ DE000DJ89591
DZ Bank Call 5 PBB 20.12.2024/ DE000DJ89591 /
| 2024-05-29 1:05:34 PM |
Chg.+0.030 |
Bid1:15:53 PM |
Ask1:15:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+3.33% |
0.920
Bid Size: 20,000 |
0.970
Ask Size: 20,000 |
DT.PFANDBRIEFBK AG |
5.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ8959 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.39 |
| Parity: |
0.78 |
| Time value: |
0.26 |
| Break-even: |
6.03 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
17.05% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
4.52 |
| Rho: |
0.02 |
Quote data
| Open: |
0.830 |
| High: |
0.930 |
| Low: |
0.830 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+126.83% |
| 3 Months |
|
|
+151.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.840 |
| 1M High / 1M Low: |
0.940 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
142.857 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
