DZ Bank Call 62.5 BSN 20.12.2024
/ DE000DJ4FPK3
DZ Bank Call 62.5 BSN 20.12.2024/ DE000DJ4FPK3 /
| 6/25/2024 9:04:27 AM |
Chg.-0.010 |
Bid3:34:24 PM |
Ask3:34:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-5.88% |
0.130
Bid Size: 100,000 |
0.140
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
62.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/26/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.140 |
| 1M High / 1M Low: |
0.230 |
0.140 |
| 6M High / 6M Low: |
0.390 |
0.120 |
| High (YTD): |
2/22/2024 |
0.390 |
| Low (YTD): |
4/11/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.244 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.17% |
| Volatility 6M: |
|
150.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
