DZ Bank Call 32 R6C0 20.12.2024
/ DE000DJ39JS1
DZ Bank Call 32 R6C0 20.12.2024/ DE000DJ39JS1 /
2024-10-31 3:34:48 PM |
Chg.+0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
+28.57% |
- Bid Size: - |
- Ask Size: - |
SHELL PLC |
32.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ39JS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SHELL PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
45.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-0.19 |
Time value: |
0.07 |
Break-even: |
32.66 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.05 |
Spread %: |
312.50% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
14.82 |
Rho: |
0.01 |
Quote data
Open: |
0.039 |
High: |
0.045 |
Low: |
0.039 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.78% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
-82.69% |
YTD |
|
|
-73.53% |
1 Year |
|
|
-80.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.035 |
1M High / 1M Low: |
0.120 |
0.035 |
6M High / 6M Low: |
0.370 |
0.035 |
High (YTD): |
2024-05-13 |
0.370 |
Low (YTD): |
2024-10-30 |
0.035 |
52W High: |
2024-05-13 |
0.370 |
52W Low: |
2024-10-30 |
0.035 |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.188 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.182 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
440.87% |
Volatility 6M: |
|
230.37% |
Volatility 1Y: |
|
204.57% |
Volatility 3Y: |
|
- |