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DZ Bank Call 11 FTK 20.12.2024/  DE000DJ5J5H9  /

EUWAX
11/4/2024  8:19:19 AM Chg.-0.020 Bid11:27:07 AM Ask11:27:07 AM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.260
Bid Size: 100,000		 0.290
Ask Size: 100,000		 FLATEXDEGIRO AG NA O... 11.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ5J5H
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEXDEGIRO AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 12/20/2024
Issue date: 10/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.24
Implied volatility: 0.98
Historic volatility: 0.37
Parity: 0.24
Time value: 0.08
Break-even: 14.20
Moneyness: 1.22
Premium: 0.06
Premium p.a.: 0.56
Spread abs.: 0.09
Spread %: 39.13%
Delta: 0.78
Theta: -0.02
Omega: 3.25
Rho: 0.01
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -20.69%
3 Months  
+15.00%
YTD  
+27.78%
1 Year  
+64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.380 0.240
6M High / 6M Low: 0.380 0.130
High (YTD): 10/22/2024 0.380
Low (YTD): 3/11/2024 0.050
52W High: 10/22/2024 0.380
52W Low: 3/11/2024 0.050
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   4.615
Avg. price 1Y:   0.182
Avg. volume 1Y:   4.724
Volatility 1M:   143.93%
Volatility 6M:   173.33%
Volatility 1Y:   245.07%
Volatility 3Y:   -