DZ Bank Call 40250 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ86W98
DZ Bank Call 40250 Nikkei 225 Sto.../ DE000DJ86W98 /
11/09/2024 08:05:01 |
Chg.-0.080 |
Bid13:59:35 |
Ask13:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-24.24% |
0.340 Bid Size: 20,000 |
0.360 Ask Size: 20,000 |
- |
40,250.00 JPY |
06/12/2024 |
Call |
Master data
WKN: |
DJ86W9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40,250.00 JPY |
Maturity: |
06/12/2024 |
Issue date: |
06/02/2024 |
Last trading day: |
05/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1,719,730.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
567,510.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.06 |
Historic volatility: |
32.32 |
Parity: |
-67,674.72 |
Time value: |
0.33 |
Break-even: |
6,351,859.86 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
6.45% |
Delta: |
0.00 |
Theta: |
-0.37 |
Omega: |
152.83 |
Rho: |
1.18 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.18% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-76.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.330 |
1M High / 1M Low: |
0.780 |
0.330 |
6M High / 6M Low: |
2.040 |
0.030 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.382 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.069 |
Avg. volume 6M: |
|
15.625 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
305.51% |
Volatility 6M: |
|
437.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |