DZ Bank Call 62.5 BSN 20.12.2024
/ DE000DJ4FPK3
DZ Bank Call 62.5 BSN 20.12.2024/ DE000DJ4FPK3 /
| 2024-06-25 7:34:42 PM |
Chg.-0.020 |
Bid2024-06-25 |
Ask2024-06-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
0.130
Bid Size: 20,000 |
0.150
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
62.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4FPK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.36 |
| Time value: |
0.16 |
| Break-even: |
64.10 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
13.73 |
| Rho: |
0.10 |
Quote data
| Open: |
0.160 |
| High: |
0.170 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.10% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-45.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.130 |
| 1M High / 1M Low: |
0.230 |
0.130 |
| 6M High / 6M Low: |
0.380 |
0.110 |
| High (YTD): |
2024-01-29 |
0.380 |
| Low (YTD): |
2024-04-10 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.49% |
| Volatility 6M: |
|
164.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
