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DZ Bank Call 24 PHI1 20.12.2024/  DE000DJ39CR8  /

Frankfurt Zert./DZB
2024-09-09  2:04:36 PM Chg.0.000 Bid2:16:13 PM Ask2:16:13 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% 0.420
Bid Size: 175,000		 0.430
Ask Size: 175,000		 KONINKL. PHILIPS EO ... 24.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39CR
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.50
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.33
Implied volatility: 0.36
Historic volatility: 0.39
Parity: 0.33
Time value: 0.09
Break-even: 28.20
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.80
Theta: -0.01
Omega: 5.19
Rho: 0.05
 

Quote data

Open: 0.400
High: 0.420
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+13.89%
3 Months  
+57.69%
YTD  
+192.86%
1 Year  
+272.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.370
1M High / 1M Low: 0.440 0.320
6M High / 6M Low: 0.440 0.021
High (YTD): 2024-08-28 0.440
Low (YTD): 2024-04-04 0.021
52W High: 2024-08-28 0.440
52W Low: 2023-10-20 0.020
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   99.35%
Volatility 6M:   882.15%
Volatility 1Y:   661.00%
Volatility 3Y:   -