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DZ Bank Call 25 VVD 20.12.2024/  DE000DJ4P5A7  /

Frankfurt Zert./DZB
2024-09-20  9:34:31 PM Chg.+0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.530EUR +1.92% 0.520
Bid Size: 10,000		 0.610
Ask Size: 10,000		 VEOLIA ENVIRONNE. EO... 25.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ4P5A
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.52
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 0.52
Time value: 0.09
Break-even: 31.10
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.09
Spread %: 17.31%
Delta: 0.83
Theta: -0.01
Omega: 4.11
Rho: 0.05
 

Quote data

Open: 0.570
High: 0.580
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month  
+23.26%
3 Months  
+10.42%
YTD  
+10.42%
1 Year  
+3.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.520
1M High / 1M Low: 0.530 0.430
6M High / 6M Low: 0.710 0.320
High (YTD): 2024-06-06 0.710
Low (YTD): 2024-08-05 0.320
52W High: 2024-06-06 0.710
52W Low: 2023-10-25 0.290
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   0.471
Avg. volume 1Y:   0.000
Volatility 1M:   72.49%
Volatility 6M:   93.88%
Volatility 1Y:   90.54%
Volatility 3Y:   -