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DZ Bank Call 24 PHI1 20.12.2024/  DE000DJ39CR8  /

Frankfurt Zert./DZB
10/11/2024  9:34:40 PM Chg.+0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.590EUR +1.72% 0.600
Bid Size: 17,500		 0.610
Ask Size: 17,500		 KONINKL. PHILIPS EO ... 24.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.53
Implied volatility: 0.48
Historic volatility: 0.38
Parity: 0.53
Time value: 0.07
Break-even: 29.90
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.86
Theta: -0.01
Omega: 4.25
Rho: 0.04
 

Quote data

Open: 0.570
High: 0.600
Low: 0.570
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month  
+28.26%
3 Months  
+145.83%
YTD  
+321.43%
1 Year  
+821.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.560
1M High / 1M Low: 0.610 0.390
6M High / 6M Low: 0.610 0.030
High (YTD): 10/9/2024 0.610
Low (YTD): 4/4/2024 0.021
52W High: 10/9/2024 0.610
52W Low: 10/20/2023 0.020
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   114.09%
Volatility 6M:   874.83%
Volatility 1Y:   657.67%
Volatility 3Y:   -