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DZ Bank Call 70 BSN 20.12.2024/  DE000DJ0S1K6  /

Frankfurt Zert./DZB
10/11/2024  9:34:44 PM Chg.+0.001 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.031EUR +3.33% 0.030
Bid Size: 10,000		 0.050
Ask Size: 10,000		 DANONE S.A. EO -,25 70.00 - 12/20/2024 Call
 

Master data

WKN: DJ0S1K
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 3/30/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 129.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.12
Parity: -0.51
Time value: 0.05
Break-even: 70.50
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 66.67%
Delta: 0.19
Theta: -0.01
Omega: 24.78
Rho: 0.02
 

Quote data

Open: 0.035
High: 0.037
Low: 0.031
Previous Close: 0.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month
  -61.25%
3 Months  
+106.67%
YTD
  -58.11%
1 Year
  -36.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.030
1M High / 1M Low: 0.080 0.028
6M High / 6M Low: 0.090 0.011
High (YTD): 1/29/2024 0.130
Low (YTD): 8/22/2024 0.011
52W High: 1/29/2024 0.130
52W Low: 8/22/2024 0.011
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.057
Avg. volume 1Y:   0.000
Volatility 1M:   239.34%
Volatility 6M:   307.01%
Volatility 1Y:   284.56%
Volatility 3Y:   -