DZ Bank Call 2.5 C3RY 20.12.2024
/ DE000DJ84S70
DZ Bank Call 2.5 C3RY 20.12.2024/ DE000DJ84S70 /
| 2024-09-20 11:04:58 AM |
Chg.+0.079 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+7900.00% |
0.080
Bid Size: 5,000 |
0.180
Ask Size: 5,000 |
CHERRY SE O.N. |
2.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ84S7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CHERRY SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.77 |
| Parity: |
-0.67 |
| Time value: |
0.30 |
| Break-even: |
2.80 |
| Moneyness: |
0.73 |
| Premium: |
0.53 |
| Premium p.a.: |
4.51 |
| Spread abs.: |
0.30 |
| Spread %: |
29,900.00% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
2.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.090 |
| Low: |
0.010 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7900.00% |
| 1 Month |
|
|
-61.90% |
| 3 Months |
|
|
-84.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.001 |
| 1M High / 1M Low: |
0.350 |
0.001 |
| 6M High / 6M Low: |
0.900 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33,580.13% |
| Volatility 6M: |
|
14,001.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
