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DZ Bank Call 62.5 BSN 20.12.2024/  DE000DJ4FPK3  /

Frankfurt Zert./DZB
11/10/2024  21:35:15 Chg.+0.010 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.360
Bid Size: 10,000		 0.380
Ask Size: 10,000		 DANONE S.A. EO -,25 62.50 EUR 20/12/2024 Call
 

Master data

WKN: DJ4FPK
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 62.50 EUR
Maturity: 20/12/2024
Issue date: 26/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.08
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.24
Implied volatility: 0.19
Historic volatility: 0.12
Parity: 0.24
Time value: 0.14
Break-even: 66.30
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.72
Theta: -0.02
Omega: 12.24
Rho: 0.08
 

Quote data

Open: 0.360
High: 0.370
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -16.28%
3 Months  
+157.14%
YTD  
+50.00%
1 Year  
+140.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.350
1M High / 1M Low: 0.460 0.330
6M High / 6M Low: 0.500 0.100
High (YTD): 10/09/2024 0.500
Low (YTD): 28/06/2024 0.100
52W High: 10/09/2024 0.500
52W Low: 28/06/2024 0.100
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   128.01%
Volatility 6M:   189.03%
Volatility 1Y:   171.36%
Volatility 3Y:   -