DZ Bank Call 160 PER 20.12.2024/  DE000DJ2A243  /

Frankfurt Zert./DZB
2024-09-25  8:35:05 PM Chg.+0.009 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.010EUR +900.00% 0.010
Bid Size: 10,800
0.110
Ask Size: 10,800
PERNOD RICARD ... 160.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ2A24
Issuer: DZ Bank AG
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-08
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 118.14
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -3.01
Time value: 0.11
Break-even: 161.10
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 1.49
Spread abs.: 0.10
Spread %: 1,000.00%
Delta: 0.12
Theta: -0.02
Omega: 13.83
Rho: 0.03
 

Quote data

Open: 0.045
High: 0.064
Low: 0.010
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+900.00%
1 Month
  -87.50%
3 Months
  -93.75%
YTD
  -99.39%
1 Year
  -99.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.080 0.001
6M High / 6M Low: 0.900 0.001
High (YTD): 2024-02-22 1.540
Low (YTD): 2024-09-24 0.001
52W High: 2023-11-03 2.550
52W Low: 2024-09-24 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   15.504
Avg. price 1Y:   0.874
Avg. volume 1Y:   15.625
Volatility 1M:   3,189.62%
Volatility 6M:   1,505.17%
Volatility 1Y:   1,072.49%
Volatility 3Y:   -