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DZ Bank Call 100 WDP 20.12.2024/  DE000DJ0TFA4  /

EUWAX
10/10/2024  11:24:44 AM Chg.+0.020 Bid1:58:20 PM Ask1:58:20 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% 0.270
Bid Size: 10,000		 0.290
Ask Size: 10,000		 DISNEY (WALT) CO. 100.00 - 12/20/2024 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: 12/20/2024
Issue date: 3/30/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.50
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.23
Parity: -1.45
Time value: 0.29
Break-even: 102.90
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 1.58
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.28
Theta: -0.05
Omega: 8.27
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+44.44%
3 Months
  -58.73%
YTD
  -60.61%
1 Year
  -64.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.350 0.170
6M High / 6M Low: 2.250 0.160
High (YTD): 4/3/2024 2.650
Low (YTD): 8/15/2024 0.160
52W High: 4/3/2024 2.650
52W Low: 8/15/2024 0.160
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.766
Avg. volume 6M:   0.000
Avg. price 1Y:   0.967
Avg. volume 1Y:   0.000
Volatility 1M:   162.65%
Volatility 6M:   174.94%
Volatility 1Y:   151.37%
Volatility 3Y:   -