DZ Bank Call 130 GXI 20.12.2024/  DE000DJ39Z93  /

Frankfurt Zert./DZB
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:   -