DZ Bank Call 67.5 TOTB 20.12.2024
/ DE000DJ2FZY7
DZ Bank Call 67.5 TOTB 20.12.2024/ DE000DJ2FZY7 /
9/10/2024 9:34:40 PM |
Chg.-0.021 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-35.00% |
0.040 Bid Size: 3,500 |
0.090 Ask Size: 3,500 |
TOTALENERGIES SE EO... |
67.50 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ2FZY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TOTALENERGIES SE EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
67.50 EUR |
Maturity: |
12/20/2024 |
Issue date: |
9/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
60.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-0.65 |
Time value: |
0.10 |
Break-even: |
68.50 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.05 |
Spread %: |
100.00% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
14.78 |
Rho: |
0.04 |
Quote data
Open: |
0.069 |
High: |
0.072 |
Low: |
0.031 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.75% |
1 Month |
|
|
-64.55% |
3 Months |
|
|
-87.00% |
YTD |
|
|
-86.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.042 |
1M High / 1M Low: |
0.120 |
0.042 |
6M High / 6M Low: |
0.630 |
0.042 |
High (YTD): |
4/26/2024 |
0.630 |
Low (YTD): |
9/6/2024 |
0.042 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.77% |
Volatility 6M: |
|
226.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |