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

EUWAX
10/09/2024  08:03:55 Chg.-0.070 Bid13:46:07 Ask13:46:07 Underlying Strike price Expiration date Option type
0.440EUR -13.73% 0.420
Bid Size: 20,000
0.440
Ask Size: 20,000
- 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: 1,215,365.27
Leverage: Yes

Calculated values

Fair value: 571,221.68
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 32.53
Parity: -54,972.25
Time value: 0.47
Break-even: 6,261,944.00
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.00
Theta: -0.50
Omega: 179.37
Rho: 1.97
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.19%
1 Month     0.00%
3 Months
  -64.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.460
1M High / 1M Low: 0.970 0.460
6M High / 6M Low: 2.290 0.074
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.784
Avg. volume 1M:   0.000
Avg. price 6M:   1.266
Avg. volume 6M:   59.524
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.00%
Volatility 6M:   490.16%
Volatility 1Y:   -
Volatility 3Y:   -