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DZ Bank Call 27.5 VVD 20.12.2024/  DE000DJ40CJ3  /

Frankfurt Zert./DZB
10/11/2024  5:04:34 PM Chg.+0.040 Bid5:28:27 PM Ask5:28:27 PM Underlying Strike price Expiration date Option type
0.280EUR +16.67% -
Bid Size: -		 -
Ask Size: -		 VEOLIA ENVIRONNE. EO... 27.50 EUR 12/20/2024 Call
 

Master data

WKN: DJ40CJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 27.50 EUR
Maturity: 12/20/2024
Issue date: 8/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.51
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.20
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 0.20
Time value: 0.11
Break-even: 30.60
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 24.00%
Delta: 0.71
Theta: -0.01
Omega: 6.76
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.290
Low: 0.270
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -3.45%
3 Months     0.00%
YTD
  -12.50%
1 Year  
+7.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.320 0.230
6M High / 6M Low: 0.500 0.170
High (YTD): 6/6/2024 0.500
Low (YTD): 8/5/2024 0.170
52W High: 6/6/2024 0.500
52W Low: 8/5/2024 0.170
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.278
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.302
Avg. volume 1Y:   0.000
Volatility 1M:   123.55%
Volatility 6M:   125.38%
Volatility 1Y:   119.08%
Volatility 3Y:   -