DZ Bank Call 35 VAS 20.12.2024
/ DE000DJ39N22
DZ Bank Call 35 VAS 20.12.2024/ DE000DJ39N22 /
| 2024-05-23 6:04:33 PM |
Chg.-0.001 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-7.69% |
0.012
Bid Size: 17,500 |
0.037
Ask Size: 17,500 |
VOESTALPINE AG |
35.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ39N2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
63.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-0.85 |
| Time value: |
0.04 |
| Break-even: |
35.42 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.03 |
| Spread %: |
250.00% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
9.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.015 |
| High: |
0.023 |
| Low: |
0.012 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+140.00% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-89.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.008 |
| 1M High / 1M Low: |
0.019 |
0.003 |
| 6M High / 6M Low: |
0.120 |
0.002 |
| High (YTD): |
2024-01-02 |
0.100 |
| Low (YTD): |
2024-04-17 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.043 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
716.37% |
| Volatility 6M: |
|
453.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
