DZ Bank Call 77.1841 OEWA 20.12.2024
/ DE000DJ39M72
DZ Bank Call 77.1841 OEWA 20.12.2.../ DE000DJ39M72 /
| 7/12/2024 5:04:40 PM |
Chg.+0.010 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+1.45% |
0.700
Bid Size: 50,000 |
0.710
Ask Size: 50,000 |
VERBUND AG INH... |
77.1841 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.02 |
| Time value: |
0.70 |
| Break-even: |
84.31 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
6.25 |
| Rho: |
0.16 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
-4.11% |
| 3 Months |
|
|
+84.21% |
| YTD |
|
|
-46.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.620 |
| 1M High / 1M Low: |
0.760 |
0.510 |
| 6M High / 6M Low: |
1.220 |
0.170 |
| High (YTD): |
1/11/2024 |
1.480 |
| Low (YTD): |
4/4/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.49% |
| Volatility 6M: |
|
220.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
