DZ Bank Call 25 VVD 20.09.2024
/ DE000DJ23V12
DZ Bank Call 25 VVD 20.09.2024/ DE000DJ23V12 /
| 2024-06-19 9:06:57 AM |
Chg.+0.040 |
Bid7:59:01 PM |
Ask7:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+10.53% |
0.400
Bid Size: 25,000 |
0.460
Ask Size: 25,000 |
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: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
0.13 |
| Break-even: |
29.70 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
14.63% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.57 |
| Rho: |
0.04 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
-8.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.370 |
| 1M High / 1M Low: |
0.670 |
0.370 |
| 6M High / 6M Low: |
0.670 |
0.290 |
| High (YTD): |
2024-06-07 |
0.670 |
| Low (YTD): |
2024-04-17 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.53% |
| Volatility 6M: |
|
100.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
