DZ Bank Call 8 VVU 20.12.2024
/ DE000DJ39NS3
DZ Bank Call 8 VVU 20.12.2024/ DE000DJ39NS3 /
| 10/21/2024 9:05:49 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.79EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VIVENDI SE INH. E... |
8.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ39NS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
10/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.21 |
| Parity: |
0.96 |
| Time value: |
1.65 |
| Break-even: |
10.61 |
| Moneyness: |
1.12 |
| Premium: |
0.18 |
| Premium p.a.: |
4.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
2.37 |
| Rho: |
0.00 |
Quote data
| Open: |
2.79 |
| High: |
2.79 |
| Low: |
2.79 |
| Previous Close: |
2.81 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.16% |
| 3 Months |
|
|
+56.74% |
| YTD |
|
|
+27.40% |
| 1 Year |
|
|
+100.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.81 |
2.51 |
| 6M High / 6M Low: |
3.19 |
1.41 |
| High (YTD): |
7/18/2024 |
3.19 |
| Low (YTD): |
8/5/2024 |
1.41 |
| 52W High: |
7/18/2024 |
3.19 |
| 52W Low: |
11/21/2023 |
1.39 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
46.55% |
| Volatility 6M: |
|
87.06% |
| Volatility 1Y: |
|
85.15% |
| Volatility 3Y: |
|
- |
