OverviewChartNewsTraderScreen

DZ Bank Call 35 G1A 20.12.2024/  DE000DJ3MXX8  /

Frankfurt Zert./DZB
2024-08-05  9:34:51 PM Chg.-0.050 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.470EUR -9.62% 0.460
Bid Size: 10,000		 0.520
Ask Size: 10,000		 GEA GROUP AG 35.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MXX
Issuer: DZ Bank AG
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.77
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.42
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.42
Time value: 0.16
Break-even: 40.80
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 11.54%
Delta: 0.78
Theta: -0.01
Omega: 5.25
Rho: 0.09
 

Quote data

Open: 0.430
High: 0.490
Low: 0.430
Previous Close: 0.520
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -21.67%
1 Month
  -21.67%
3 Months  
+17.50%
YTD
  -9.62%
1 Year
  -28.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.520
1M High / 1M Low: 0.650 0.520
6M High / 6M Low: 0.650 0.360
High (YTD): 2024-07-31 0.650
Low (YTD): 2024-01-17 0.350
52W High: 2024-07-31 0.650
52W Low: 2023-10-27 0.220
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.591
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.460
Avg. volume 1Y:   0.000
Volatility 1M:   114.91%
Volatility 6M:   107.27%
Volatility 1Y:   114.41%
Volatility 3Y:   -