DZ Bank Call 32.5 VVD 20.12.2024
/ DE000DJ4HSZ1
DZ Bank Call 32.5 VVD 20.12.2024/ DE000DJ4HSZ1 /
| 16/07/2024 10:01:25 |
Chg.-0.004 |
Bid20:54:52 |
Ask20:54:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-7.55% |
0.042
Bid Size: 25,000 |
0.069
Ask Size: 25,000 |
VEOLIA ENVIRONNE. EO... |
32.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ4HSZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
28/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.40 |
| Time value: |
0.07 |
| Break-even: |
33.19 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
76.92% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
11.01 |
| Rho: |
0.03 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.87% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+8.89% |
| YTD |
|
|
-55.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.053 |
| 1M High / 1M Low: |
0.100 |
0.053 |
| 6M High / 6M Low: |
0.170 |
0.039 |
| High (YTD): |
06/06/2024 |
0.170 |
| Low (YTD): |
17/04/2024 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.94% |
| Volatility 6M: |
|
198.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
