DZ Bank Call 8 VVU 20.12.2024
/ DE000DJ39NS3
DZ Bank Call 8 VVU 20.12.2024/ DE000DJ39NS3 /
| 2024-06-07 9:35:21 PM |
Chg.-0.150 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-6.47% |
-
Bid Size: - |
-
Ask Size: - |
VIVENDI SE INH. E... |
8.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39NS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.93 |
| Time value: |
0.29 |
| Break-even: |
10.22 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.78% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.97 |
| Rho: |
0.04 |
Quote data
| Open: |
2.300 |
| High: |
2.300 |
| Low: |
2.170 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-3.13% |
| 3 Months |
|
|
-2.69% |
| YTD |
|
|
-1.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
2.170 |
| 1M High / 1M Low: |
2.430 |
2.170 |
| 6M High / 6M Low: |
2.940 |
1.600 |
| High (YTD): |
2024-01-30 |
2.940 |
| Low (YTD): |
2024-04-30 |
1.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.28% |
| Volatility 6M: |
|
78.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
