DZ Bank Call 77.1841 OEWA 20.12.2024
/ DE000DJ39M72
DZ Bank Call 77.1841 OEWA 20.12.2.../ DE000DJ39M72 /
8/6/2024 8:08:23 AM |
Chg.-0.040 |
Bid9:35:49 AM |
Ask9:35:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-9.76% |
0.340 Bid Size: 50,000 |
0.350 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: |
19.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-0.51 |
Time value: |
0.38 |
Break-even: |
80.94 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
8.09 |
Rho: |
0.10 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.28% |
1 Month |
|
|
-44.78% |
3 Months |
|
|
-22.92% |
YTD |
|
|
-71.54% |
1 Year |
|
|
-63.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.410 |
1M High / 1M Low: |
0.740 |
0.410 |
6M High / 6M Low: |
0.790 |
0.180 |
High (YTD): |
1/10/2024 |
1.480 |
Low (YTD): |
4/5/2024 |
0.180 |
52W High: |
12/5/2023 |
1.750 |
52W Low: |
4/5/2024 |
0.180 |
Avg. price 1W: |
|
0.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.555 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.464 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.860 |
Avg. volume 1Y: |
|
18.039 |
Volatility 1M: |
|
119.16% |
Volatility 6M: |
|
229.76% |
Volatility 1Y: |
|
175.20% |
Volatility 3Y: |
|
- |