DZ Bank Call 160 PER 20.12.2024
/ DE000DJ2A243
DZ Bank Call 160 PER 20.12.2024/ DE000DJ2A243 /
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: |
|
- |