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DZ Bank Call 25 VVD 20.12.2024/  DE000DJ4P5A7  /

Frankfurt Zert./DZB
10/11/2024  7:34:36 PM Chg.+0.030 Bid10/11/2024 Ask10/11/2024 Underlying Strike price Expiration date Option type
0.480EUR +6.67% 0.480
Bid Size: 35,000		 0.560
Ask Size: 35,000		 VEOLIA ENVIRONNE. EO... 25.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ4P5A
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 12/20/2024
Issue date: 8/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.46
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.45
Implied volatility: 0.51
Historic volatility: 0.18
Parity: 0.45
Time value: 0.09
Break-even: 30.40
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 20.00%
Delta: 0.81
Theta: -0.01
Omega: 4.43
Rho: 0.04
 

Quote data

Open: 0.480
High: 0.500
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.13%
1 Month
  -4.00%
3 Months  
+4.35%
YTD     0.00%
1 Year  
+20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.430
1M High / 1M Low: 0.530 0.420
6M High / 6M Low: 0.710 0.320
High (YTD): 6/6/2024 0.710
Low (YTD): 8/5/2024 0.320
52W High: 6/6/2024 0.710
52W Low: 10/25/2023 0.290
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   0.474
Avg. volume 1Y:   0.000
Volatility 1M:   81.15%
Volatility 6M:   95.46%
Volatility 1Y:   91.31%
Volatility 3Y:   -