OverviewChartNewsTraderScreen

DZ Bank Call 60 SBS 20.12.2024/  DE000DJ00BH3  /

Frankfurt Zert./DZB
6/13/2024  9:35:23 PM Chg.-0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.050EUR -16.67% 0.040
Bid Size: 2,000		 0.190
Ask Size: 2,000		 STRATEC SE NA O.N. 60.00 - 12/20/2024 Call
 

Master data

WKN: DJ00BH
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/20/2024
Issue date: 4/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.15
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.36
Parity: -1.17
Time value: 0.20
Break-even: 62.00
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.62
Spread abs.: 0.15
Spread %: 300.00%
Delta: 0.28
Theta: -0.01
Omega: 6.74
Rho: 0.06
 

Quote data

Open: 0.060
High: 0.110
Low: 0.050
Previous Close: 0.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+4900.00%
3 Months  
+25.00%
YTD
  -73.68%
1 Year
  -97.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.030
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.190 0.001
High (YTD): 1/2/2024 0.120
Low (YTD): 5/20/2024 0.001
52W High: 6/16/2023 1.900
52W Low: 5/20/2024 0.001
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   0.305
Avg. volume 1Y:   15.234
Volatility 1M:   3,066.19%
Volatility 6M:   2,953.30%
Volatility 1Y:   2,102.17%
Volatility 3Y:   -