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DZ Bank Call 100 WDP 20.12.2024/  DE000DJ0TFA4  /

EUWAX
13/11/2024  08:16:33 Chg.0.000 Bid19:14:10 Ask19:14:10 Underlying Strike price Expiration date Option type
0.490EUR 0.00% 0.560
Bid Size: 20,000		 0.580
Ask Size: 20,000		 DISNEY (WALT) CO. 100.00 - 20/12/2024 Call
 

Master data

WKN: DJ0TFA
Issuer: DZ Bank AG
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.29
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.23
Parity: -0.49
Time value: 0.52
Break-even: 105.20
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 1.70
Spread abs.: 0.02
Spread %: 4.00%
Delta: 0.44
Theta: -0.10
Omega: 8.00
Rho: 0.04
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.64%
1 Month  
+104.17%
3 Months  
+172.22%
YTD
  -25.76%
1 Year
  -40.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.390
1M High / 1M Low: 0.490 0.270
6M High / 6M Low: 1.240 0.160
High (YTD): 03/04/2024 2.650
Low (YTD): 15/08/2024 0.160
52W High: 03/04/2024 2.650
52W Low: 15/08/2024 0.160
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   0.936
Avg. volume 1Y:   0.000
Volatility 1M:   205.17%
Volatility 6M:   181.21%
Volatility 1Y:   156.17%
Volatility 3Y:   -