DZ Bank Call 33 R6C0 20.12.2024/  DE000DJ2JBU8  /

Frankfurt Zert./DZB
2024-10-31  9:34:47 PM Chg.+0.015 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.016EUR +1500.00% 0.016
Bid Size: 10,000
0.066
Ask Size: 10,000
SHELL PLC 33.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ2JBU
Issuer: DZ Bank AG
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -0.29
Time value: 0.05
Break-even: 33.51
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.17
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.25
Theta: -0.01
Omega: 14.90
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.027
Low: 0.013
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -65.22%
3 Months
  -90.59%
YTD
  -87.69%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.001
1M High / 1M Low: 0.080 0.001
6M High / 6M Low: 0.290 0.001
High (YTD): 2024-05-13 0.290
Low (YTD): 2024-10-30 0.001
52W High: 2024-05-13 0.290
52W Low: 2024-10-30 0.001
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.129
Avg. volume 1Y:   0.000
Volatility 1M:   5,126.23%
Volatility 6M:   2,170.02%
Volatility 1Y:   1,540.27%
Volatility 3Y:   -