DZ Bank Call 16 VBK 20.12.2024
/ DE000DJ8FCU1
DZ Bank Call 16 VBK 20.12.2024/ DE000DJ8FCU1 /
| 2024-07-22 9:35:00 PM |
Chg.+0.110 |
Bid9:57:26 PM |
Ask9:57:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+8.80% |
1.350
Bid Size: 750 |
1.650
Ask Size: 750 |
VERBIO SE INH O.N. |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ8FCU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.55 |
| Parity: |
0.78 |
| Time value: |
0.76 |
| Break-even: |
17.54 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.30 |
| Spread %: |
24.19% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
7.54 |
| Rho: |
0.04 |
Quote data
| Open: |
1.290 |
| High: |
1.470 |
| Low: |
1.290 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+2.26% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.250 |
| 1M High / 1M Low: |
1.500 |
1.250 |
| 6M High / 6M Low: |
1.850 |
1.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.23% |
| Volatility 6M: |
|
61.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
