DZ Bank Call 9.5 VVU 20.12.2024
/ DE000DW832D0
DZ Bank Call 9.5 VVU 20.12.2024/ DE000DW832D0 /
| 2024-05-03 9:06:43 AM |
Chg.0.000 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VIVENDI SE INH. E... |
9.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW832D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
0.82 |
| Break-even: |
10.61 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.74% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
5.64 |
| Rho: |
0.03 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-37.74% |
| YTD |
|
|
-27.21% |
| 1 Year |
|
|
-44.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.960 |
| 1M High / 1M Low: |
1.210 |
0.940 |
| 6M High / 6M Low: |
1.660 |
0.660 |
| High (YTD): |
2024-01-31 |
1.660 |
| Low (YTD): |
2024-04-17 |
0.940 |
| 52W High: |
2023-05-09 |
1.930 |
| 52W Low: |
2023-10-27 |
0.590 |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.028 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
81.79% |
| Volatility 6M: |
|
112.12% |
| Volatility 1Y: |
|
97.46% |
| Volatility 3Y: |
|
- |
