DZ Bank Call 90 GOB 20.12.2024
/ DE000DJ7RJ60
DZ Bank Call 90 GOB 20.12.2024/ DE000DJ7RJ60 /
2024-11-12 3:50:30 PM |
Chg.-0.080 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
ST GOBAIN ... |
90.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ7RJ6 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ST GOBAIN EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-0.09 |
Time value: |
0.32 |
Break-even: |
93.20 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.05 |
Spread %: |
18.52% |
Delta: |
0.49 |
Theta: |
-0.05 |
Omega: |
13.69 |
Rho: |
0.04 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+185.71% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
+247.83% |
YTD |
|
|
+100.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.084 |
1M High / 1M Low: |
0.320 |
0.084 |
6M High / 6M Low: |
0.360 |
0.069 |
High (YTD): |
2024-05-16 |
0.360 |
Low (YTD): |
2024-01-23 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.143 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
650.67% |
Volatility 6M: |
|
352.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |