DZ Bank Call 62.5 BSN 20.12.2024
/ DE000DJ4FPK3
DZ Bank Call 62.5 BSN 20.12.2024/ DE000DJ4FPK3 /
| 10/07/2024 19:34:49 |
Chg.+0.010 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 20,000 |
0.140
Ask Size: 20,000 |
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: |
44.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.47 |
| Time value: |
0.13 |
| Break-even: |
63.80 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
14.14 |
| Rho: |
0.08 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.110 |
| 1M High / 1M Low: |
0.230 |
0.100 |
| 6M High / 6M Low: |
0.380 |
0.100 |
| High (YTD): |
29/01/2024 |
0.380 |
| Low (YTD): |
28/06/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.91% |
| Volatility 6M: |
|
167.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
