DZ Bank Call 265 UNP 20.12.2024
/ DE000DJ7R2M4
DZ Bank Call 265 UNP 20.12.2024/ DE000DJ7R2M4 /
| 2024-11-12 9:34:52 PM |
Chg.-0.019 |
Bid9:56:51 PM |
Ask9:56:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-38.78% |
0.029
Bid Size: 5,000 |
0.059
Ask Size: 5,000 |
Union Pacific Corp |
265.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7R2M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
294.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-2.16 |
| Time value: |
0.08 |
| Break-even: |
249.29 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.03 |
| Spread %: |
63.83% |
| Delta: |
0.11 |
| Theta: |
-0.04 |
| Omega: |
31.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.050 |
| Low: |
0.030 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-85.00% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-98.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.035 |
| 1M High / 1M Low: |
0.330 |
0.032 |
| 6M High / 6M Low: |
0.910 |
0.032 |
| High (YTD): |
2024-02-23 |
1.780 |
| Low (YTD): |
2024-10-30 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,268.87% |
| Volatility 6M: |
|
534.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
