DZ Bank Call 39500 Nikkei 225 Sto.../  DE000DJ8HVT9  /

Frankfurt Zert./DZB
15/11/2024  21:34:34 Chg.-0.230 Bid21:58:15 Ask21:58:15 Underlying Strike price Expiration date Option type
0.180EUR -56.10% 0.180
Bid Size: 10,000
0.200
Ask Size: 10,000
- 39,500.00 JPY 06/12/2024 Call
 

Master data

WKN: DJ8HVT
Issuer: DZ Bank AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 39,500.00 JPY
Maturity: 06/12/2024
Issue date: 16/01/2024
Last trading day: 05/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3,175,671.94
Leverage: Yes

Calculated values

Fair value: 635,133.62
Intrinsic value: 0.00
Implied volatility: 0.02
Historic volatility: 41.49
Parity: -14,087.12
Time value: 0.20
Break-even: 6,492,217.09
Moneyness: 0.98
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.00
Theta: -0.86
Omega: 696.67
Rho: 0.76
 

Quote data

Open: 0.300
High: 0.310
Low: 0.150
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -73.53%
1 Month
  -83.02%
3 Months
  -78.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.180
1M High / 1M Low: 1.060 0.180
6M High / 6M Low: 2.290 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.952
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.36%
Volatility 6M:   390.67%
Volatility 1Y:   -
Volatility 3Y:   -