DZ Bank Call 40000 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ8HVV5
DZ Bank Call 40000 Nikkei 225 Sto.../ DE000DJ8HVV5 /
| 9/11/2024 2:35:20 PM |
Chg.+0.030 |
Bid2:36:02 PM |
Ask2:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+8.82% |
0.370
Bid Size: 20,000 |
0.390
Ask Size: 20,000 |
- |
40,000.00 JPY |
12/6/2024 |
Call |
Master data
| WKN: |
DJ8HVV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,000.00 JPY |
| Maturity: |
12/6/2024 |
| Issue date: |
1/16/2024 |
| Last trading day: |
12/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1,576,419.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
567,510.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
32.32 |
| Parity: |
-63,729.47 |
| Time value: |
0.36 |
| Break-even: |
6,312,407.63 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.00 |
| Theta: |
-0.40 |
| Omega: |
159.97 |
| Rho: |
1.34 |
Quote data
| Open: |
0.290 |
| High: |
0.370 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
-17.78% |
| 3 Months |
|
|
-65.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.260 |
| 1M High / 1M Low: |
0.880 |
0.260 |
| 6M High / 6M Low: |
2.170 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.76% |
| Volatility 6M: |
|
355.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
