DZ Bank Call 25 VAS 20.09.2024
/ DE000DJ23WQ2
DZ Bank Call 25 VAS 20.09.2024/ DE000DJ23WQ2 /
| 5/14/2024 9:35:05 PM |
Chg.+0.020 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+11.76% |
0.190
Bid Size: 5,000 |
0.220
Ask Size: 5,000 |
VOESTALPINE AG |
25.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.16 |
| Break-even: |
27.00 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
7.74 |
| Rho: |
0.05 |
Quote data
| Open: |
0.190 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
-61.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.520 |
0.140 |
| High (YTD): |
1/2/2024 |
0.460 |
| Low (YTD): |
4/17/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.26% |
| Volatility 6M: |
|
167.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
