DZ Bank Call 37.5 FPE3 20.12.2024
/ DE000DJ39ZY5
DZ Bank Call 37.5 FPE3 20.12.2024/ DE000DJ39ZY5 /
2024-09-09 11:49:18 AM |
Chg.+0.030 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+10.71% |
- Bid Size: - |
- Ask Size: - |
FUCHS SE VZO NA O.N... |
37.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ39ZY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FUCHS SE VZO NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
0.11 |
Time value: |
0.19 |
Break-even: |
40.50 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
11.11% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
8.17 |
Rho: |
0.06 |
Quote data
Open: |
0.270 |
High: |
0.310 |
Low: |
0.270 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-66.30% |
YTD |
|
|
-48.33% |
1 Year |
|
|
-18.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.220 |
1M High / 1M Low: |
0.390 |
0.210 |
6M High / 6M Low: |
0.970 |
0.210 |
High (YTD): |
2024-04-08 |
0.970 |
Low (YTD): |
2024-08-29 |
0.210 |
52W High: |
2024-04-08 |
0.970 |
52W Low: |
2024-08-29 |
0.210 |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.632 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.559 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
179.70% |
Volatility 6M: |
|
137.97% |
Volatility 1Y: |
|
136.44% |
Volatility 3Y: |
|
- |