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DZ Bank Call 250 UNP 20.12.2024/  DE000DJ0TEM2  /

Frankfurt Zert./DZB
2024-06-07  9:35:02 PM Chg.+0.020 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
0.670EUR +3.08% -
Bid Size: -		 -
Ask Size: -		 UNION PAC. DL... 250.00 - 2024-12-20 Call
 

Master data

WKN: DJ0TEM
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.50
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -3.89
Time value: 0.67
Break-even: 256.70
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.27
Theta: -0.04
Omega: 8.58
Rho: 0.27
 

Quote data

Open: 0.660
High: 0.710
Low: 0.620
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.84%
1 Month
  -56.77%
3 Months
  -68.69%
YTD
  -68.69%
1 Year
  -16.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.650
1M High / 1M Low: 1.560 0.620
6M High / 6M Low: 2.550 0.620
High (YTD): 2024-02-23 2.550
Low (YTD): 2024-05-29 0.620
52W High: 2024-02-23 2.550
52W Low: 2024-05-29 0.620
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   1.023
Avg. volume 1M:   0.000
Avg. price 6M:   1.652
Avg. volume 6M:   0.000
Avg. price 1Y:   1.367
Avg. volume 1Y:   0.000
Volatility 1M:   127.10%
Volatility 6M:   128.27%
Volatility 1Y:   144.51%
Volatility 3Y:   -