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DZ Bank Call 35 G1A 20.12.2024/  DE000DJ3MXX8  /

Frankfurt Zert./DZB
11/09/2024  11:04:40 Chg.+0.010 Bid11:24:11 Ask11:24:11 Underlying Strike price Expiration date Option type
0.770EUR +1.32% 0.760
Bid Size: 100,000		 0.790
Ask Size: 100,000		 GEA GROUP AG 35.00 - 20/12/2024 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: 20/12/2024
Issue date: 29/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.03
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.73
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 0.73
Time value: 0.11
Break-even: 43.40
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 12.00%
Delta: 0.85
Theta: -0.01
Omega: 4.26
Rho: 0.08
 

Quote data

Open: 0.740
High: 0.780
Low: 0.740
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.45%
1 Month  
+32.76%
3 Months  
+67.39%
YTD  
+48.08%
1 Year  
+37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.670
1M High / 1M Low: 0.770 0.580
6M High / 6M Low: 0.770 0.380
High (YTD): 30/08/2024 0.770
Low (YTD): 17/01/2024 0.350
52W High: 30/08/2024 0.770
52W Low: 27/10/2023 0.220
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   67.97%
Volatility 6M:   100.18%
Volatility 1Y:   115.01%
Volatility 3Y:   -