DZ Bank Call 35 VAS 20.12.2024
/ DE000DJ39N22
DZ Bank Call 35 VAS 20.12.2024/ DE000DJ39N22 /
| 2024-05-24 9:34:46 PM |
Chg.+0.001 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+11.11% |
0.009
Bid Size: 5,000 |
0.039
Ask Size: 5,000 |
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: |
68.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.82 |
| Time value: |
0.04 |
| Break-even: |
35.39 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
333.33% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
10.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.010 |
| High: |
0.019 |
| Low: |
0.010 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
-90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.009 |
| 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: |
|
0.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
698.21% |
| Volatility 6M: |
|
456.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
