DZ Bank Call 115 GXI 20.12.2024
/ DE000DJ39Z85
DZ Bank Call 115 GXI 20.12.2024/ DE000DJ39Z85 /
2024-10-10 11:35:10 AM |
Chg.0.000 |
Bid2024-10-10 |
Ask2024-10-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 75,000 |
0.021 Ask Size: 75,000 |
GERRESHEIMER AG |
115.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ39Z8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
132.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.42 |
Parity: |
-3.41 |
Time value: |
0.06 |
Break-even: |
115.61 |
Moneyness: |
0.70 |
Premium: |
0.43 |
Premium p.a.: |
5.25 |
Spread abs.: |
0.06 |
Spread %: |
6,000.00% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
10.61 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.004 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-99.76% |
3 Months |
|
|
-99.86% |
YTD |
|
|
-99.87% |
1 Year |
|
|
-99.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.410 |
0.001 |
6M High / 6M Low: |
1.110 |
0.001 |
High (YTD): |
2024-03-06 |
1.390 |
Low (YTD): |
2024-10-09 |
0.001 |
52W High: |
2023-10-18 |
1.440 |
52W Low: |
2024-10-09 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.172 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.510 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.630 |
Avg. volume 1Y: |
|
82.188 |
Volatility 1M: |
|
441.36% |
Volatility 6M: |
|
365.03% |
Volatility 1Y: |
|
322.63% |
Volatility 3Y: |
|
- |