DZ Bank Call 25 VAS 20.09.2024
/ DE000DJ23WQ2
DZ Bank Call 25 VAS 20.09.2024/ DE000DJ23WQ2 /
| 2024-05-31 11:35:10 AM |
Chg.+0.020 |
Bid12:12:56 PM |
Ask12:12:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+10.00% |
0.220
Bid Size: 50,000 |
0.230
Ask Size: 50,000 |
VOESTALPINE AG |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23WQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.10 |
| Break-even: |
27.30 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
15.00% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.03 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+46.67% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
-55.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.200 |
| 1M High / 1M Low: |
0.260 |
0.150 |
| 6M High / 6M Low: |
0.520 |
0.140 |
| High (YTD): |
2024-01-02 |
0.460 |
| Low (YTD): |
2024-04-17 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.68% |
| Volatility 6M: |
|
170.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
