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DZ Bank Call 62.5 BSN 20.12.2024/  DE000DJ4FPK3  /

Frankfurt Zert./DZB
26/09/2024  16:04:31 Chg.-0.010 Bid16:30:07 Ask16:30:07 Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.400
Bid Size: 100,000		 0.410
Ask Size: 100,000		 DANONE S.A. EO -,25 62.50 EUR 20/12/2024 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: 20/12/2024
Issue date: 26/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.48
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.25
Implied volatility: 0.20
Historic volatility: 0.13
Parity: 0.25
Time value: 0.17
Break-even: 66.70
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.71
Theta: -0.02
Omega: 10.92
Rho: 0.10
 

Quote data

Open: 0.410
High: 0.410
Low: 0.360
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+116.67%
3 Months  
+200.00%
YTD  
+62.50%
1 Year  
+254.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.500 0.180
6M High / 6M Low: 0.500 0.100
High (YTD): 10/09/2024 0.500
Low (YTD): 28/06/2024 0.100
52W High: 10/09/2024 0.500
52W Low: 02/10/2023 0.080
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.231
Avg. volume 1Y:   0.000
Volatility 1M:   169.34%
Volatility 6M:   202.19%
Volatility 1Y:   179.97%
Volatility 3Y:   -