DZ Bank Call 32.5 VVD 20.09.2024
/ DE000DJ66730
DZ Bank Call 32.5 VVD 20.09.2024/ DE000DJ66730 /
| 2024-05-31 9:34:48 PM |
Chg.+0.010 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
+16.13% |
0.080
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
VEOLIA ENVIRONNE. EO... |
32.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6673 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.18 |
| Time value: |
0.11 |
| Break-even: |
33.60 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
11.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.077 |
| Low: |
0.063 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+300.00% |
| 3 Months |
|
|
+105.71% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.062 |
| 1M High / 1M Low: |
0.090 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-05 |
0.100 |
| Low (YTD): |
2024-04-16 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
