DZ Bank Call 40 VBK 20.12.2024/  DE000DJ00CE8  /

EUWAX
2024-05-31  12:37:10 PM Chg.+0.022 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.026EUR +550.00% -
Bid Size: -
-
Ask Size: -
VERBIO SE INH O.N. 40.00 - 2024-12-20 Call
 

Master data

WKN: DJ00CE
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBIO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.54
Parity: -1.71
Time value: 0.07
Break-even: 40.71
Moneyness: 0.57
Premium: 0.78
Premium p.a.: 1.82
Spread abs.: 0.06
Spread %: 545.45%
Delta: 0.16
Theta: -0.01
Omega: 5.16
Rho: 0.02
 

Quote data

Open: 0.017
High: 0.026
Low: 0.017
Previous Close: 0.004
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2500.00%
1 Month  
+1200.00%
3 Months  
+116.67%
YTD
  -90.00%
1 Year
  -95.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.001
1M High / 1M Low: 0.018 0.001
6M High / 6M Low: 0.420 0.001
High (YTD): 2024-01-02 0.260
Low (YTD): 2024-05-27 0.001
52W High: 2023-08-01 1.320
52W Low: 2024-05-27 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   0.468
Avg. volume 1Y:   0.000
Volatility 1M:   5,956.62%
Volatility 6M:   2,803.85%
Volatility 1Y:   1,993.79%
Volatility 3Y:   -