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DZ Bank Call 62.5 BSN 20.12.2024/  DE000DJ4FPK3  /

Frankfurt Zert./DZB
11/15/2024  9:34:47 PM Chg.+0.040 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
0.290EUR +16.00% 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: 20.31
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.25
Implied volatility: 0.20
Historic volatility: 0.12
Parity: 0.25
Time value: 0.07
Break-even: 65.70
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.77
Theta: -0.02
Omega: 15.59
Rho: 0.04
 

Quote data

Open: 0.320
High: 0.350
Low: 0.280
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.62%
1 Month
  -21.62%
3 Months  
+61.11%
YTD  
+20.83%
1 Year  
+11.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.540 0.250
6M High / 6M Low: 0.540 0.100
High (YTD): 10/28/2024 0.540
Low (YTD): 6/28/2024 0.100
52W High: 10/28/2024 0.540
52W Low: 6/28/2024 0.100
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   288.96%
Volatility 6M:   211.33%
Volatility 1Y:   182.02%
Volatility 3Y:   -