DZ Bank Call 40250 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ86W98
DZ Bank Call 40250 Nikkei 225 Sto.../ DE000DJ86W98 /
| 8/5/2024 9:34:47 PM |
Chg.-0.120 |
Bid9:55:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-60.00% |
0.090
Bid Size: 10,000 |
-
Ask Size: - |
- |
40,250.00 JPY |
12/6/2024 |
Call |
Master data
| WKN: |
DJ86W9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,250.00 JPY |
| Maturity: |
12/6/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
12/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2,013,368.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
563,743.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.06 |
| Historic volatility: |
28.37 |
| Parity: |
-85,770.93 |
| Time value: |
0.28 |
| Break-even: |
6,495,143.95 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.07 |
| Spread %: |
33.33% |
| Delta: |
0.00 |
| Theta: |
-0.23 |
| Omega: |
128.54 |
| Rho: |
1.19 |
Quote data
| Open: |
0.020 |
| High: |
0.110 |
| Low: |
0.020 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-89.19% |
| 1 Month |
|
|
-94.59% |
| 3 Months |
|
|
-92.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.200 |
| 1M High / 1M Low: |
2.000 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
