DZ Bank Call 150 PER 20.12.2024
/ DE000DJ65N86
DZ Bank Call 150 PER 20.12.2024/ DE000DJ65N86 /
| 09/07/2024 09:03:49 |
Chg.-0.030 |
Bid11:44:19 |
Ask11:44:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-13.64% |
0.200
Bid Size: 27,000 |
0.210
Ask Size: 27,000 |
PERNOD RICARD ... |
150.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ65N8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
51.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-2.17 |
| Time value: |
0.25 |
| Break-even: |
152.50 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.08 |
| Spread %: |
47.06% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
11.39 |
| Rho: |
0.12 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
-63.46% |
| 3 Months |
|
|
-80.21% |
| YTD |
|
|
-91.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
0.410 |
0.170 |
| 6M High / 6M Low: |
2.380 |
0.170 |
| High (YTD): |
15/02/2024 |
2.380 |
| Low (YTD): |
02/07/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.47% |
| Volatility 6M: |
|
174.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
