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DZ Bank Call 130 GXI 20.12.2024/  DE000DJ39Z93  /

Frankfurt Zert./DZB
2024-09-25  10:35:08 AM Chg.+0.008 Bid10:51:44 AM Ask10:51:44 AM Underlying Strike price Expiration date Option type
0.043EUR +22.86% 0.043
Bid Size: 75,000		 0.053
Ask Size: 75,000		 GERRESHEIMER AG 130.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39Z9
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 147.65
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.39
Parity: -3.26
Time value: 0.07
Break-even: 130.66
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 2.47
Spread abs.: 0.03
Spread %: 83.33%
Delta: 0.08
Theta: -0.02
Omega: 12.39
Rho: 0.02
 

Quote data

Open: 0.034
High: 0.043
Low: 0.034
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.82%
1 Month  
+48.28%
3 Months
  -80.45%
YTD
  -90.00%
1 Year
  -94.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.035
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 0.650 0.001
High (YTD): 2024-03-06 0.820
Low (YTD): 2024-08-28 0.001
52W High: 2023-10-04 0.890
52W Low: 2024-08-28 0.001
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   232.558
Avg. price 1Y:   0.341
Avg. volume 1Y:   117.188
Volatility 1M:   22,423.95%
Volatility 6M:   8,992.75%
Volatility 1Y:   6,374.79%
Volatility 3Y:   -