DZ Bank Call 45 OMV 20.09.2024
/ DE000DJ26XS9
DZ Bank Call 45 OMV 20.09.2024/ DE000DJ26XS9 /
| 17/05/2024 21:34:36 |
Chg.+0.010 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
0.290
Bid Size: 5,000 |
0.320
Ask Size: 5,000 |
OMV AG |
45.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ26XS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
0.07 |
| Break-even: |
48.20 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
13.42 |
| Rho: |
0.14 |
Quote data
| Open: |
0.280 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
+107.14% |
| YTD |
|
|
+81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.280 |
| 1M High / 1M Low: |
0.330 |
0.130 |
| 6M High / 6M Low: |
0.330 |
0.080 |
| High (YTD): |
15/05/2024 |
0.330 |
| Low (YTD): |
11/03/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.83% |
| Volatility 6M: |
|
203.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
