DZ Bank Call 37.5 GFT 20.12.2024/  DE000DJ82LB3  /

Frankfurt Zert./DZB
2024-06-11  3:04:35 PM Chg.+0.007 Bid3:13:57 PM Ask3:13:57 PM Underlying Strike price Expiration date Option type
0.013EUR +116.67% 0.014
Bid Size: 50,000
0.024
Ask Size: 50,000
GFT TECHNOLOGIES SE 37.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ82LB
Issuer: DZ Bank AG
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 76.25
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.34
Parity: -1.01
Time value: 0.04
Break-even: 37.86
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 500.00%
Delta: 0.13
Theta: 0.00
Omega: 9.57
Rho: 0.02
 

Quote data

Open: 0.007
High: 0.020
Low: 0.007
Previous Close: 0.006
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -51.85%
3 Months
  -73.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.005
1M High / 1M Low: 0.031 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   674.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -