DZ Bank Call 9.5 FTK 20.12.2024
/ DE000DJ5LFU8
DZ Bank Call 9.5 FTK 20.12.2024/ DE000DJ5LFU8 /
2024-06-07 9:34:49 PM |
Chg.-0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-2.13% |
0.450 Bid Size: 10,000 |
0.540 Ask Size: 10,000 |
FLATEXDEGIRO AG NA O... |
9.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ5LFU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FLATEXDEGIRO AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.63 |
Historic volatility: |
0.41 |
Parity: |
0.47 |
Time value: |
0.07 |
Break-even: |
14.90 |
Moneyness: |
1.50 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.09 |
Spread %: |
20.00% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
2.30 |
Rho: |
0.04 |
Quote data
Open: |
0.470 |
High: |
0.500 |
Low: |
0.460 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
+35.29% |
3 Months |
|
|
+318.18% |
YTD |
|
|
+76.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.440 |
1M High / 1M Low: |
0.470 |
0.340 |
6M High / 6M Low: |
0.470 |
0.110 |
High (YTD): |
2024-06-06 |
0.470 |
Low (YTD): |
2024-03-19 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.450 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.227 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.96% |
Volatility 6M: |
|
156.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |