DZ Bank Call 39750 Nikkei 225 Stock Average Index 06.12.2024
/ DE000DJ8HVU7
DZ Bank Call 39750 Nikkei 225 Sto.../ DE000DJ8HVU7 /
2024-06-25 5:04:37 PM |
Chg.+0.090 |
Bid5:04:42 PM |
Ask5:04:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
+9.00% |
1.090 Bid Size: 100,000 |
1.110 Ask Size: 100,000 |
- |
39,750.00 JPY |
2024-12-06 |
Call |
Master data
WKN: |
DJ8HVU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
39,750.00 JPY |
Maturity: |
2024-12-06 |
Issue date: |
2024-01-16 |
Last trading day: |
2024-12-05 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
662,751.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
662,751.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.01 |
Historic volatility: |
26.84 |
Parity: |
-17,648.96 |
Time value: |
1.00 |
Break-even: |
6,804,011.95 |
Moneyness: |
0.97 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.04% |
Delta: |
0.00 |
Theta: |
-1.46 |
Omega: |
1,011.27 |
Rho: |
49.63 |
Quote data
Open: |
1.110 |
High: |
1.110 |
Low: |
1.070 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.10% |
1 Month |
|
|
-3.54% |
3 Months |
|
|
-45.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.910 |
1M High / 1M Low: |
1.220 |
0.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.051 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |