DZ Bank Call 37.5 G1A 20.12.2024
/ DE000DJ39Z36
DZ Bank Call 37.5 G1A 20.12.2024/ DE000DJ39Z36 /
| 2024-07-10 6:11:57 PM |
Chg.+0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
37.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39Z3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| 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: |
10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.23 |
| Break-even: |
41.30 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
6.79 |
| Rho: |
0.10 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+22.58% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
0.450 |
0.230 |
| High (YTD): |
2024-03-22 |
0.450 |
| Low (YTD): |
2024-03-08 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.77% |
| Volatility 6M: |
|
148.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
