DZ Bank Call 42.5 EBO 20.09.2024/  DE000DJ8B4C8  /

Frankfurt Zert./DZB
2024-07-29  9:34:41 AM Chg.+0.030 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.580EUR +5.45% 0.580
Bid Size: 50,000
0.600
Ask Size: 50,000
ERSTE GROUP BNK INH.... 42.50 EUR 2024-09-20 Call
 

Master data

WKN: DJ8B4C
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 42.50 EUR
Maturity: 2024-09-20
Issue date: 2024-01-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.53
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 0.53
Time value: 0.10
Break-even: 48.70
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 10.71%
Delta: 0.82
Theta: -0.02
Omega: 6.32
Rho: 0.05
 

Quote data

Open: 0.590
High: 0.590
Low: 0.580
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month  
+81.25%
3 Months  
+132.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.480
1M High / 1M Low: 0.550 0.390
6M High / 6M Low: 0.550 0.040
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.85%
Volatility 6M:   241.82%
Volatility 1Y:   -
Volatility 3Y:   -