DZ Bank Call 77.1841 OEWA 20.12.2024
/ DE000DJ39M72
DZ Bank Call 77.1841 OEWA 20.12.2.../ DE000DJ39M72 /
| 28/06/2024 21:34:52 |
Chg.-0.100 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-16.39% |
0.530
Bid Size: 5,000 |
0.560
Ask Size: 5,000 |
VERBUND AG INH... |
77.1841 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ39M7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.18 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.36 |
| Time value: |
0.56 |
| Break-even: |
82.72 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
6.53 |
| Rho: |
0.15 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.500 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-20.31% |
| 3 Months |
|
|
+104.00% |
| YTD |
|
|
-61.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.510 |
| 1M High / 1M Low: |
0.790 |
0.510 |
| 6M High / 6M Low: |
1.480 |
0.170 |
| High (YTD): |
11/01/2024 |
1.480 |
| Low (YTD): |
04/04/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.61% |
| Volatility 6M: |
|
219.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
