DZ Bank Call 17.5 VAR 20.09.2024
/ DE000DJ84V18
DZ Bank Call 17.5 VAR 20.09.2024/ DE000DJ84V18 /
| 2024-05-24 8:11:35 AM |
Chg.-0.110 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-15.71% |
-
Bid Size: - |
-
Ask Size: - |
VARTA AG O.N. |
17.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ84V1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VARTA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.58 |
| Parity: |
-6.51 |
| Time value: |
0.78 |
| Break-even: |
18.28 |
| Moneyness: |
0.63 |
| Premium: |
0.66 |
| Premium p.a.: |
3.83 |
| Spread abs.: |
0.30 |
| Spread %: |
62.50% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
3.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.27% |
| 1 Month |
|
|
+103.45% |
| 3 Months |
|
|
-65.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.590 |
| 1M High / 1M Low: |
0.970 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
415.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
