DZ Bank Call 45 OMV 20.12.2024
/ DE000DJ39BC2
DZ Bank Call 45 OMV 20.12.2024/ DE000DJ39BC2 /
| 2024-05-29 8:11:25 AM |
Chg.-0.010 |
Bid4:25:55 PM |
Ask4:25:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.280
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
OMV AG |
45.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39BC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.25 |
| Break-even: |
49.00 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
7.84 |
| Rho: |
0.15 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
+63.64% |
| 3 Months |
|
|
+111.76% |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.340 |
| 1M High / 1M Low: |
0.420 |
0.220 |
| 6M High / 6M Low: |
0.420 |
0.120 |
| High (YTD): |
2024-05-21 |
0.420 |
| Low (YTD): |
2024-01-23 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.74% |
| Volatility 6M: |
|
163.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
