DZ Bank Call 30 VVD 20.12.2024
/ DE000DW831L5
DZ Bank Call 30 VVD 20.12.2024/ DE000DW831L5 /
| 05/11/2024 09:45:25 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VEOLIA ENVIRONNE. EO... |
30.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DW831L |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
-0.16 |
| Time value: |
0.10 |
| Break-even: |
31.00 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
10.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+4.65% |
| YTD |
|
|
-55.00% |
| 1 Year |
|
|
-40.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.090 |
| 1M High / 1M Low: |
0.150 |
0.087 |
| 6M High / 6M Low: |
0.310 |
0.077 |
| High (YTD): |
06/06/2024 |
0.310 |
| Low (YTD): |
13/08/2024 |
0.077 |
| 52W High: |
06/06/2024 |
0.310 |
| 52W Low: |
13/08/2024 |
0.077 |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.172 |
| Avg. volume 1Y: |
|
239.044 |
| Volatility 1M: |
|
272.86% |
| Volatility 6M: |
|
190.40% |
| Volatility 1Y: |
|
168.80% |
| Volatility 3Y: |
|
- |
