DZ Bank Call 125 GXI 20.12.2024
/ DE000DJ4T4S8
DZ Bank Call 125 GXI 20.12.2024/ DE000DJ4T4S8 /
2024-09-05 10:34:35 AM |
Chg.+0.010 |
Bid2024-09-05 |
Ask2024-09-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+6.25% |
0.170 Bid Size: 75,000 |
0.180 Ask Size: 75,000 |
GERRESHEIMER AG |
125.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ4T4S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
54.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.40 |
Parity: |
-2.18 |
Time value: |
0.19 |
Break-even: |
126.90 |
Moneyness: |
0.83 |
Premium: |
0.23 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.03 |
Spread %: |
18.75% |
Delta: |
0.19 |
Theta: |
-0.03 |
Omega: |
10.47 |
Rho: |
0.05 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.160 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+30.77% |
1 Month |
|
|
+41.67% |
3 Months |
|
|
-71.19% |
YTD |
|
|
-67.31% |
1 Year |
|
|
-90.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
0.180 |
0.044 |
6M High / 6M Low: |
0.990 |
0.044 |
High (YTD): |
2024-03-06 |
0.990 |
Low (YTD): |
2024-08-28 |
0.044 |
52W High: |
2023-09-05 |
1.810 |
52W Low: |
2024-08-28 |
0.044 |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.418 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.491 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
719.57% |
Volatility 6M: |
|
421.94% |
Volatility 1Y: |
|
375.13% |
Volatility 3Y: |
|
- |