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DZ Bank Call 70 G24 20.12.2024/  DE000DJ4NT99  /

Frankfurt Zert./DZB
04/10/2024  21:34:33 Chg.-0.030 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.840EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 SCOUT24 SE NA O.N. 70.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ4NT9
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCOUT24 SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 20/12/2024
Issue date: 07/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.61
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.75
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.75
Time value: 0.15
Break-even: 79.00
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 7.14%
Delta: 0.82
Theta: -0.02
Omega: 7.06
Rho: 0.11
 

Quote data

Open: 0.880
High: 0.910
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+55.56%
3 Months  
+23.53%
YTD  
+58.49%
1 Year  
+25.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.840
1M High / 1M Low: 0.950 0.480
6M High / 6M Low: 0.950 0.240
High (YTD): 01/10/2024 0.950
Low (YTD): 16/08/2024 0.240
52W High: 01/10/2024 0.950
52W Low: 16/08/2024 0.240
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   0.736
Avg. volume 1M:   0.000
Avg. price 6M:   0.607
Avg. volume 6M:   40.769
Avg. price 1Y:   0.577
Avg. volume 1Y:   20.703
Volatility 1M:   150.42%
Volatility 6M:   146.50%
Volatility 1Y:   142.61%
Volatility 3Y:   -