DZ Bank Call 20 VBK 20.09.2024
/ DE000DJ8A9R6
DZ Bank Call 20 VBK 20.09.2024/ DE000DJ8A9R6 /
| 2024-06-07 9:34:51 PM |
Chg.-0.080 |
Bid9:55:06 PM |
Ask9:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
VERBIO SE INH O.N. |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ8A9R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.54 |
| Parity: |
1.18 |
| Time value: |
0.47 |
| Break-even: |
21.65 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
22.22% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
10.02 |
| Rho: |
0.04 |
Quote data
| Open: |
1.380 |
| High: |
1.450 |
| Low: |
1.270 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+1.59% |
| 3 Months |
|
|
+47.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.360 |
| 1M High / 1M Low: |
1.690 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
