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DZ Bank Call 30 VVD 20.09.2024/  DE000DJ23V38  /

Frankfurt Zert./DZB
2024-06-06  11:04:35 AM Chg.+0.020 Bid11:08:08 AM Ask11:08:08 AM Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.230
Bid Size: 100,000		 0.240
Ask Size: 100,000		 VEOLIA ENVIRONNE. EO... 30.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ23V3
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.45
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.11
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.11
Time value: 0.14
Break-even: 32.50
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.66
Theta: -0.01
Omega: 8.20
Rho: 0.05
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+100.00%
3 Months  
+118.18%
YTD  
+60.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.180
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: 0.230 0.048
High (YTD): 2024-05-27 0.230
Low (YTD): 2024-04-16 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.91%
Volatility 6M:   192.13%
Volatility 1Y:   -
Volatility 3Y:   -