DZ Bank Call 140 PER 20.09.2024
/ DE000DJ8B4J3
DZ Bank Call 140 PER 20.09.2024/ DE000DJ8B4J3 /
| 31/07/2024 09:05:08 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PERNOD RICARD ... |
140.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ8B4J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
102.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-1.75 |
| Time value: |
0.12 |
| Break-even: |
141.20 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.05 |
| Spread %: |
71.43% |
| Delta: |
0.16 |
| Theta: |
-0.04 |
| Omega: |
16.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-60.71% |
| 3 Months |
|
|
-89.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.090 |
| 1M High / 1M Low: |
0.280 |
0.090 |
| 6M High / 6M Low: |
2.950 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.38% |
| Volatility 6M: |
|
233.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
