DZ Bank Call 27.5 VVD 20.12.2024
/ DE000DJ40CJ3
DZ Bank Call 27.5 VVD 20.12.2024/ DE000DJ40CJ3 /
| 2024-06-06 9:53:53 AM |
Chg.+0.020 |
Bid11:04:30 AM |
Ask11:04:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.490
Bid Size: 100,000 |
0.510
Ask Size: 100,000 |
VEOLIA ENVIRONNE. EO... |
27.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40CJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.16 |
| Break-even: |
32.70 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
13.04% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.62 |
| Rho: |
0.10 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+58.06% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+53.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.420 |
| 1M High / 1M Low: |
0.490 |
0.310 |
| 6M High / 6M Low: |
0.490 |
0.190 |
| High (YTD): |
2024-05-28 |
0.490 |
| Low (YTD): |
2024-04-17 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.341 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.12% |
| Volatility 6M: |
|
111.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
