OverviewChartNewsTraderScreen

DZ Bank Call 27.5 VVD 20.12.2024/  DE000DJ40CJ3  /

Frankfurt Zert./DZB
06/09/2024  21:35:15 Chg.-0.040 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
0.270EUR -12.90% 0.270
Bid Size: 10,000		 0.300
Ask Size: 10,000		 VEOLIA ENVIRONNE. EO... 27.50 EUR 20/12/2024 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: 20/12/2024
Issue date: 21/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.24
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.24
Time value: 0.13
Break-even: 31.20
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 19.35%
Delta: 0.72
Theta: -0.01
Omega: 5.82
Rho: 0.05
 

Quote data

Open: 0.310
High: 0.320
Low: 0.270
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+42.11%
3 Months
  -38.64%
YTD
  -15.63%
1 Year
  -18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: 0.500 0.170
High (YTD): 06/06/2024 0.500
Low (YTD): 05/08/2024 0.170
52W High: 06/06/2024 0.500
52W Low: 05/08/2024 0.170
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.308
Avg. volume 1Y:   0.000
Volatility 1M:   107.43%
Volatility 6M:   127.07%
Volatility 1Y:   118.96%
Volatility 3Y:   -