DZ Bank Call 25 VVD 20.09.2024
/ DE000DJ23V12
DZ Bank Call 25 VVD 20.09.2024/ DE000DJ23V12 /
| 2024-06-21 9:35:06 PM |
Chg.-0.040 |
Bid9:58:46 PM |
Ask9:58:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-8.70% |
0.420
Bid Size: 10,000 |
0.480
Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23V1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.11 |
| Break-even: |
29.80 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.04 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.420 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.670 |
0.380 |
| 6M High / 6M Low: |
0.670 |
0.290 |
| High (YTD): |
2024-06-06 |
0.670 |
| Low (YTD): |
2024-04-16 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.81% |
| Volatility 6M: |
|
105.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
