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DZ Bank Call 24 PHI1 20.12.2024/  DE000DJ39CR8  /

Frankfurt Zert./DZB
09/09/2024  09:34:48 Chg.-0.010 Bid09:34:57 Ask09:34:57 Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.410
Bid Size: 175,000		 0.420
Ask Size: 175,000		 KONINKL. PHILIPS EO ... 24.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
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: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month  
+11.11%
3 Months  
+53.85%
YTD  
+185.71%
1 Year  
+263.64%
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): 28/08/2024 0.440
Low (YTD): 04/04/2024 0.021
52W High: 28/08/2024 0.440
52W Low: 20/10/2023 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:   -