DZ Bank Call 126 1YD 16.01.2026
/ DE000DJ80UB8
DZ Bank Call 126 1YD 16.01.2026/ DE000DJ80UB8 /
12/17/2024 9:47:10 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.39EUR |
- |
- Bid Size: - |
- Ask Size: - |
BROADCOM INC. DL... |
126.00 - |
1/16/2026 |
Call |
Master data
WKN: |
DJ80UB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BROADCOM INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
126.00 - |
Maturity: |
1/16/2026 |
Issue date: |
1/30/2024 |
Last trading day: |
12/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.54 |
Intrinsic value: |
9.67 |
Implied volatility: |
0.33 |
Historic volatility: |
0.51 |
Parity: |
9.67 |
Time value: |
0.44 |
Break-even: |
227.10 |
Moneyness: |
1.77 |
Premium: |
0.02 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.15 |
Rho: |
1.18 |
Quote data
Open: |
12.46 |
High: |
12.46 |
Low: |
12.39 |
Previous Close: |
11.43 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+104.46% |
3 Months |
|
|
+89.45% |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
12.39 |
5.55 |
6M High / 6M Low: |
12.39 |
3.15 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
8.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
536.37% |
Volatility 6M: |
|
170.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |