DZ Bank Call 27.5 VVD 20.09.2024
/ DE000DJ23V20
DZ Bank Call 27.5 VVD 20.09.2024/ DE000DJ23V20 /
| 6/25/2024 9:06:03 AM |
Chg.+0.020 |
Bid6:48:49 PM |
Ask6:48:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+8.00% |
0.240
Bid Size: 35,000 |
0.260
Ask Size: 35,000 |
VEOLIA ENVIRONNE. EO... |
27.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23V2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.17 |
| Time value: |
0.12 |
| Break-even: |
30.40 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
6.95 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-22.86% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-3.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.440 |
0.200 |
| 6M High / 6M Low: |
0.440 |
0.130 |
| High (YTD): |
6/7/2024 |
0.440 |
| Low (YTD): |
4/17/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.61% |
| Volatility 6M: |
|
145.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
