DZ Bank Call 39750 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ8HVU7
DZ Bank Call 39750 Nikkei 225 Sto.../ DE000DJ8HVU7 /
| 05/08/2024 14:34:40 |
Chg.-0.201 |
Bid14:45:39 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-83.75% |
0.041
Bid Size: 20,000 |
-
Ask Size: - |
- |
39,750.00 JPY |
06/12/2024 |
Call |
Master data
| WKN: |
DJ8HVU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39,750.00 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: |
2,254,972.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
563,743.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
28.37 |
| Parity: |
-77,702.43 |
| Time value: |
0.25 |
| Break-even: |
6,414,458.67 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.00 |
| Theta: |
-0.21 |
| Omega: |
142.23 |
| Rho: |
1.19 |
Quote data
| Open: |
0.030 |
| High: |
0.090 |
| Low: |
0.030 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-95.36% |
| 1 Month |
|
|
-97.64% |
| 3 Months |
|
|
-96.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.240 |
| 1M High / 1M Low: |
2.190 |
0.240 |
| 6M High / 6M Low: |
2.250 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.42% |
| Volatility 6M: |
|
174.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
