DZ Bank Call 9 VVU 20.09.2024
/ DE000DJ23WM1
DZ Bank Call 9 VVU 20.09.2024/ DE000DJ23WM1 /
| 2024-06-07 9:06:17 AM |
Chg.-0.03 |
Bid9:19:50 AM |
Ask9:19:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-2.31% |
1.26
Bid Size: 50,000 |
1.28
Ask Size: 50,000 |
VIVENDI SE INH. E... |
9.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
1.07 |
| Time value: |
0.29 |
| Break-even: |
10.36 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
3.03% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
5.93 |
| Rho: |
0.02 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.79% |
| 1 Month |
|
|
+5.83% |
| 3 Months |
|
|
-18.06% |
| YTD |
|
|
-11.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.30 |
| 1M High / 1M Low: |
1.42 |
1.20 |
| 6M High / 6M Low: |
1.80 |
0.93 |
| High (YTD): |
2024-01-31 |
1.80 |
| Low (YTD): |
2024-04-17 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.14% |
| Volatility 6M: |
|
115.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
