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DZ Bank Call 80 G24 20.12.2024/  DE000DJ2FZM2  /

Frankfurt Zert./DZB
05/11/2024  13:08:41 Chg.+0.080 Bid21:58:04 Ask05/11/2024 Underlying Strike price Expiration date Option type
0.510EUR +18.60% -
Bid Size: -		 -
Ask Size: -		 SCOUT24 SE NA O.N. 80.00 - 20/12/2024 Call
 

Master data

WKN: DJ2FZM
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCOUT24 SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 20/12/2024
Issue date: 15/09/2023
Last trading day: 05/11/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.92
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.28
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.28
Time value: 0.24
Break-even: 85.20
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.66
Theta: -0.04
Omega: 10.50
Rho: 0.06
 

Quote data

Open: 0.450
High: 0.540
Low: 0.450
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+59.38%
3 Months  
+363.64%
YTD  
+104.00%
1 Year  
+104.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.510 0.250
6M High / 6M Low: 0.510 0.024
High (YTD): 05/11/2024 0.510
Low (YTD): 16/08/2024 0.024
52W High: 05/11/2024 0.510
52W Low: 16/08/2024 0.024
Avg. price 1W:   0.477
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.214
Avg. volume 6M:   0.000
Avg. price 1Y:   0.232
Avg. volume 1Y:   0.000
Volatility 1M:   391.46%
Volatility 6M:   302.28%
Volatility 1Y:   243.94%
Volatility 3Y:   -