DZ Bank Call 10 VVU 20.09.2024
/ DE000DJ23WN9
DZ Bank Call 10 VVU 20.09.2024/ DE000DJ23WN9 /
| 2024-09-06 9:09:04 AM |
Chg.+0.020 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
VIVENDI SE INH. E... |
10.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
0.20 |
| Time value: |
0.20 |
| Break-even: |
10.40 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
16.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
-43.33% |
| YTD |
|
|
-65.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.380 |
0.150 |
| 6M High / 6M Low: |
1.220 |
0.100 |
| High (YTD): |
2024-07-16 |
1.220 |
| Low (YTD): |
2024-08-05 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.05% |
| Volatility 6M: |
|
233.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
