DZ Bank Call 27.5 VVD 20.12.2024
/ DE000DJ40CJ3
DZ Bank Call 27.5 VVD 20.12.2024/ DE000DJ40CJ3 /
| 11/5/2024 1:08:42 PM |
Chg.+0.040 |
Bid9:58:04 PM |
Ask11/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+17.39% |
-
Bid Size: - |
-
Ask Size: - |
VEOLIA ENVIRONNE. EO... |
27.50 - |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/21/2023 |
| Last trading day: |
11/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.18 |
| Parity: |
0.07 |
| Time value: |
0.20 |
| Break-even: |
30.20 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
6.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.270 |
| Low: |
0.240 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+35.00% |
| YTD |
|
|
-15.63% |
| 1 Year |
|
|
+12.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.320 |
0.220 |
| 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: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.308 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
167.91% |
| Volatility 6M: |
|
134.26% |
| Volatility 1Y: |
|
122.70% |
| Volatility 3Y: |
|
- |
