DZ Bank Call 40 VBK 20.12.2024/  DE000DJ00CE8  /

EUWAX
2024-06-06  8:12:57 AM Chg.+0.003 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.009EUR +50.00% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 40.00 - 2024-12-20 Call
 

Master data

WKN: DJ00CE
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.44
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.54
Parity: -1.83
Time value: 0.06
Break-even: 40.63
Moneyness: 0.54
Premium: 0.87
Premium p.a.: 2.20
Spread abs.: 0.06
Spread %: 2,000.00%
Delta: 0.15
Theta: -0.01
Omega: 5.07
Rho: 0.01
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.38%
1 Month  
+350.00%
3 Months
  -43.75%
YTD
  -96.54%
1 Year
  -99.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.006
1M High / 1M Low: 0.026 0.001
6M High / 6M Low: 0.320 0.001
High (YTD): 2024-01-02 0.260
Low (YTD): 2024-05-27 0.001
52W High: 2023-08-01 1.320
52W Low: 2024-05-27 0.001
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.454
Avg. volume 1Y:   0.000
Volatility 1M:   6,131.05%
Volatility 6M:   2,896.69%
Volatility 1Y:   2,063.75%
Volatility 3Y:   -