DZ Bank Call 130 GXI 20.12.2024
/ DE000DJ39Z93
DZ Bank Call 130 GXI 20.12.2024/ DE000DJ39Z93 /
16/08/2024 21:04:54 |
Chg.-0.011 |
Bid21:07:41 |
Ask21:07:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
-18.64% |
0.048 Bid Size: 18,750 |
0.076 Ask Size: 18,750 |
GERRESHEIMER AG |
130.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ39Z9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
20/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
111.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.39 |
Parity: |
-3.21 |
Time value: |
0.09 |
Break-even: |
130.88 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.03 |
Spread %: |
51.72% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
11.45 |
Rho: |
0.03 |
Quote data
Open: |
0.061 |
High: |
0.075 |
Low: |
0.048 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-56.36% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
-88.00% |
YTD |
|
|
-88.84% |
1 Year |
|
|
-96.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.057 |
1M High / 1M Low: |
0.240 |
0.057 |
6M High / 6M Low: |
0.820 |
0.057 |
High (YTD): |
06/03/2024 |
0.820 |
Low (YTD): |
14/08/2024 |
0.057 |
52W High: |
01/09/2023 |
1.640 |
52W Low: |
14/08/2024 |
0.057 |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.096 |
Avg. volume 1M: |
|
1,304.348 |
Avg. price 6M: |
|
0.369 |
Avg. volume 6M: |
|
236.220 |
Avg. price 1Y: |
|
0.471 |
Avg. volume 1Y: |
|
117.188 |
Volatility 1M: |
|
289.22% |
Volatility 6M: |
|
432.99% |
Volatility 1Y: |
|
340.37% |
Volatility 3Y: |
|
- |