DZ Bank Call 42.7591 OMV 20.09.2024
/ DE000DJ26XS9
DZ Bank Call 42.7591 OMV 20.09.20.../ DE000DJ26XS9 /
| 2024-07-05 9:34:32 PM |
Chg.-0.020 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
0.130
Bid Size: 5,000 |
0.160
Ask Size: 5,000 |
OMV AG |
42.7591 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26XS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.76 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.15 |
| Time value: |
0.16 |
| Break-even: |
44.28 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
11.84 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.120 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.070 |
| 6M High / 6M Low: |
0.340 |
0.070 |
| High (YTD): |
2024-05-21 |
0.340 |
| Low (YTD): |
2024-06-21 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.80% |
| Volatility 6M: |
|
229.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
