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DZ Bank Call 27.5 VVD 20.12.2024/  DE000DJ40CJ3  /

EUWAX
08/10/2024  15:35:20 Chg.-0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.250EUR -3.85% -
Bid Size: -		 -
Ask Size: -		 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: 11.22
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.17
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.17
Time value: 0.09
Break-even: 30.10
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.71
Theta: -0.01
Omega: 7.99
Rho: 0.04
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -21.88%
3 Months
  -32.43%
YTD
  -21.88%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.340 0.250
6M High / 6M Low: 0.490 0.170
High (YTD): 06/06/2024 0.490
Low (YTD): 05/08/2024 0.170
52W High: 06/06/2024 0.490
52W Low: 05/08/2024 0.170
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   105.45%
Volatility 6M:   136.30%
Volatility 1Y:   121.01%
Volatility 3Y:   -