DZ Bank Call 77.1841 OEWA 20.12.2024
/ DE000DJ39M72
DZ Bank Call 77.1841 OEWA 20.12.2.../ DE000DJ39M72 /
10/18/2024 9:34:39 PM |
Chg.+0.030 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+8.57% |
0.380 Bid Size: 5,000 |
0.410 Ask Size: 5,000 |
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: |
19.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
0.01 |
Time value: |
0.40 |
Break-even: |
81.24 |
Moneyness: |
1.00 |
Premium: |
0.05 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.03 |
Spread %: |
7.89% |
Delta: |
0.55 |
Theta: |
-0.03 |
Omega: |
10.42 |
Rho: |
0.06 |
Quote data
Open: |
0.340 |
High: |
0.400 |
Low: |
0.340 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+46.15% |
1 Month |
|
|
+80.95% |
3 Months |
|
|
-26.92% |
YTD |
|
|
-71.21% |
1 Year |
|
|
-72.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.250 |
1M High / 1M Low: |
0.380 |
0.200 |
6M High / 6M Low: |
0.790 |
0.200 |
High (YTD): |
1/11/2024 |
1.480 |
Low (YTD): |
4/4/2024 |
0.170 |
52W High: |
12/5/2023 |
1.700 |
52W Low: |
4/4/2024 |
0.170 |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.271 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.500 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.693 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
214.75% |
Volatility 6M: |
|
185.89% |
Volatility 1Y: |
|
195.22% |
Volatility 3Y: |
|
- |