DZ Bank Call 25 VAR1 20.09.2024
/ DE000DJ5NC30
DZ Bank Call 25 VAR1 20.09.2024/ DE000DJ5NC30 /
| 2024-05-17 9:35:12 PM |
Chg.-0.010 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.120
Bid Size: 500 |
0.420
Ask Size: 500 |
VARTA AG O.N. |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5NC3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VARTA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.59 |
| Parity: |
-13.01 |
| Time value: |
0.42 |
| Break-even: |
25.42 |
| Moneyness: |
0.48 |
| Premium: |
1.12 |
| Premium p.a.: |
7.97 |
| Spread abs.: |
0.30 |
| Spread %: |
250.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.150 |
| High: |
0.280 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+12900.00% |
| 3 Months |
|
|
-78.33% |
| YTD |
|
|
-93.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.001 |
| 1M High / 1M Low: |
0.250 |
0.001 |
| 6M High / 6M Low: |
3.450 |
0.001 |
| High (YTD): |
2024-01-12 |
1.740 |
| Low (YTD): |
2024-05-13 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.932 |
| Avg. volume 6M: |
|
3.629 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89,734.45% |
| Volatility 6M: |
|
38,227.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
