DZ Bank Call 67.5 BSN 20.12.2024
/ DE000DJ8B5X1
DZ Bank Call 67.5 BSN 20.12.2024/ DE000DJ8B5X1 /
| 11/15/2024 9:34:46 PM |
Chg.+0.008 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+42.11% |
0.028
Bid Size: 10,000 |
0.048
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
67.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ8B5X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
155.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-0.22 |
| Time value: |
0.04 |
| Break-even: |
67.92 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
90.91% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
38.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.049 |
| Low: |
0.025 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.45% |
| 1 Month |
|
|
-73.00% |
| 3 Months |
|
|
-27.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.019 |
| 1M High / 1M Low: |
0.160 |
0.019 |
| 6M High / 6M Low: |
0.180 |
0.019 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
617.81% |
| Volatility 6M: |
|
348.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
