DZ Bank Call 47.5 VBK 20.12.2024/  DE000DJ4NX77  /

EUWAX
2024-05-20  8:22:47 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 47.50 - 2024-12-20 Call
 

Master data

WKN: DJ4NX7
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 47.50 -
Maturity: 2024-12-20
Issue date: 2023-08-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.53
Parity: -2.67
Time value: 0.12
Break-even: 48.70
Moneyness: 0.44
Premium: 1.34
Premium p.a.: 3.27
Spread abs.: 0.12
Spread %: 11,900.00%
Delta: 0.20
Theta: -0.01
Omega: 3.49
Rho: 0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -88.89%
YTD
  -99.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.330 0.001
High (YTD): 2024-01-02 0.130
Low (YTD): 2024-05-17 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   2,105.15%
Volatility 1Y:   -
Volatility 3Y:   -