DZ Bank Call 57.5 FRA 20.12.2024
/ DE000DJ2H7W9
DZ Bank Call 57.5 FRA 20.12.2024/ DE000DJ2H7W9 /
| 04/09/2024 18:09:25 |
Chg.+0.004 |
Bid19:59:01 |
Ask19:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+40.00% |
0.013
Bid Size: 15,000 |
0.040
Ask Size: 15,000 |
FRAPORT AG FFM.AIRPO... |
57.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2H7W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
121.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-1.24 |
| Time value: |
0.04 |
| Break-even: |
57.87 |
| Moneyness: |
0.78 |
| Premium: |
0.28 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.03 |
| Spread %: |
428.57% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
12.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.006 |
| High: |
0.019 |
| Low: |
0.006 |
| Previous Close: |
0.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-75.44% |
| 3 Months |
|
|
-95.88% |
| YTD |
|
|
-97.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.010 |
| 1M High / 1M Low: |
0.073 |
0.010 |
| 6M High / 6M Low: |
0.430 |
0.010 |
| High (YTD): |
10/01/2024 |
0.650 |
| Low (YTD): |
03/09/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.53% |
| Volatility 6M: |
|
261.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
