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DZ Bank Call 32.5 VVD 20.12.2024/  DE000DJ4HSZ1  /

EUWAX
06/09/2024  15:35:39 Chg.+0.003 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.048EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 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: 53.82
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.29
Time value: 0.06
Break-even: 33.05
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 120.00%
Delta: 0.27
Theta: -0.01
Omega: 14.33
Rho: 0.02
 

Quote data

Open: 0.045
High: 0.048
Low: 0.045
Previous Close: 0.045
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month  
+108.70%
3 Months
  -68.00%
YTD
  -56.36%
1 Year
  -68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.037
1M High / 1M Low: 0.050 0.022
6M High / 6M Low: 0.170 0.022
High (YTD): 06/06/2024 0.170
Low (YTD): 15/08/2024 0.022
52W High: 20/09/2023 0.190
52W Low: 15/08/2024 0.022
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.092
Avg. volume 1Y:   0.000
Volatility 1M:   156.98%
Volatility 6M:   212.20%
Volatility 1Y:   181.92%
Volatility 3Y:   -