DZ Bank Call 62.5 BSN 20.12.2024/  DE000DJ4FPK3  /

Frankfurt Zert./DZB
8/2/2024  9:35:22 PM Chg.+0.120 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.300EUR +66.67% 0.300
Bid Size: 10,000
0.320
Ask Size: 10,000
DANONE S.A. EO -,25 62.50 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/26/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.49
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -0.27
Time value: 0.21
Break-even: 64.60
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.43
Theta: -0.01
Omega: 12.12
Rho: 0.09
 

Quote data

Open: 0.220
High: 0.300
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+150.00%
3 Months  
+66.67%
YTD  
+25.00%
1 Year  
+36.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.190 0.110
6M High / 6M Low: 0.370 0.100
High (YTD): 1/29/2024 0.380
Low (YTD): 6/28/2024 0.100
52W High: 1/29/2024 0.380
52W Low: 10/2/2023 0.080
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   0.209
Avg. volume 1Y:   0.000
Volatility 1M:   176.74%
Volatility 6M:   177.60%
Volatility 1Y:   164.78%
Volatility 3Y:   -