DZ Bank Call 20 VNA 20.12.2024
/ DE000DDZ5317
DZ Bank Call 20 VNA 20.12.2024/ DE000DDZ5317 /
2024-05-30 6:04:24 PM |
Chg.+0.020 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+2.38% |
0.860 Bid Size: 18,000 |
0.940 Ask Size: 18,000 |
VONOVIA SE NA O.N. |
20.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DDZ531 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VONOVIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-03 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.52 |
Historic volatility: |
0.37 |
Parity: |
0.79 |
Time value: |
0.13 |
Break-even: |
29.20 |
Moneyness: |
1.40 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.08 |
Spread %: |
9.52% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.62 |
Rho: |
0.08 |
Quote data
Open: |
0.830 |
High: |
0.890 |
Low: |
0.830 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.27% |
1 Month |
|
|
+19.44% |
3 Months |
|
|
+26.47% |
YTD |
|
|
-10.42% |
1 Year |
|
|
+352.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.830 |
1M High / 1M Low: |
1.020 |
0.720 |
6M High / 6M Low: |
1.020 |
0.490 |
High (YTD): |
2024-05-16 |
1.020 |
Low (YTD): |
2024-03-15 |
0.490 |
52W High: |
2024-05-16 |
1.020 |
52W Low: |
2023-06-26 |
0.170 |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.864 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.767 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.577 |
Avg. volume 1Y: |
|
78.125 |
Volatility 1M: |
|
87.05% |
Volatility 6M: |
|
95.81% |
Volatility 1Y: |
|
124.58% |
Volatility 3Y: |
|
- |