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DZ Bank Call 75 TLX 20.12.2024/  DE000DJ40CD6  /

Frankfurt Zert./DZB
2024-09-09  2:04:34 PM Chg.+0.040 Bid2:17:12 PM Ask2:17:12 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% 0.470
Bid Size: 60,000		 0.480
Ask Size: 60,000		 TALANX AG NA O.N. 75.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ40CD
Issuer: DZ Bank AG
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.13
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.04
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.04
Time value: 0.41
Break-even: 79.40
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.57
Theta: -0.02
Omega: 9.77
Rho: 0.11
 

Quote data

Open: 0.420
High: 0.480
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.30%
1 Month  
+360.00%
3 Months
  -22.03%
YTD  
+91.67%
1 Year  
+24.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.420
1M High / 1M Low: 0.660 0.100
6M High / 6M Low: 0.660 0.065
High (YTD): 2024-09-02 0.660
Low (YTD): 2024-08-06 0.065
52W High: 2024-09-02 0.660
52W Low: 2024-08-06 0.065
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   429.51%
Volatility 6M:   251.29%
Volatility 1Y:   216.21%
Volatility 3Y:   -