DZ Bank Call 40 OMV 20.12.2024
/ DE000DQ39JA4
DZ Bank Call 40 OMV 20.12.2024/ DE000DQ39JA4 /
2024-09-06 9:35:01 PM |
Chg.-0.060 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-37.50% |
0.100 Bid Size: 5,000 |
0.130 Ask Size: 5,000 |
OMV AG |
40.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DQ39JA |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-06-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
-0.12 |
Time value: |
0.19 |
Break-even: |
41.90 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
18.75% |
Delta: |
0.47 |
Theta: |
-0.01 |
Omega: |
9.70 |
Rho: |
0.05 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.100 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-76.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.100 |
1M High / 1M Low: |
0.210 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |