DZ Bank Call 37.5 VBK 20.12.2024
/ DE000DJ5FJ25
DZ Bank Call 37.5 VBK 20.12.2024/ DE000DJ5FJ25 /
2024-06-04 9:35:12 PM |
Chg.-0.021 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-61.76% |
0.012 Bid Size: 6,000 |
0.072 Ask Size: 6,000 |
VERBIO SE INH O.N. |
37.50 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ5FJ2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VERBIO SE INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.54 |
Parity: |
-1.45 |
Time value: |
0.09 |
Break-even: |
38.42 |
Moneyness: |
0.61 |
Premium: |
0.67 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.06 |
Spread %: |
187.50% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
4.97 |
Rho: |
0.02 |
Quote data
Open: |
0.036 |
High: |
0.043 |
Low: |
0.012 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
-23.53% |
YTD |
|
|
-96.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.013 |
1M High / 1M Low: |
0.034 |
0.001 |
6M High / 6M Low: |
0.410 |
0.001 |
High (YTD): |
2024-01-02 |
0.310 |
Low (YTD): |
2024-05-24 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.012 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.080 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
3,118.61% |
Volatility 6M: |
|
1,519.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |