DZ Bank Call 25 VVD 20.09.2024
/ DE000DJ23V12
DZ Bank Call 25 VVD 20.09.2024/ DE000DJ23V12 /
| 31/07/2024 21:34:51 |
Chg.0.000 |
Bid21:59:23 |
Ask21:59:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.400
Bid Size: 10,000 |
0.490
Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... |
25.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23V1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.19 |
| Parity: |
0.41 |
| Time value: |
0.08 |
| Break-even: |
29.90 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
22.50% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.78 |
| Rho: |
0.03 |
Quote data
| Open: |
0.440 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.56% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
+5.26% |
| YTD |
|
|
-11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.460 |
0.360 |
| 6M High / 6M Low: |
0.670 |
0.290 |
| High (YTD): |
06/06/2024 |
0.670 |
| Low (YTD): |
16/04/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.55% |
| Volatility 6M: |
|
108.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
