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DZ Bank Call 115 P911 20.12.2024/  DE000DJ4BK76  /

EUWAX
2024-07-25  8:22:42 AM Chg.-0.008 Bid11:24:03 AM Ask11:24:03 AM Underlying Strike price Expiration date Option type
0.018EUR -30.77% 0.020
Bid Size: 70,000		 0.040
Ask Size: 70,000		 PORSCHE AG VZ 115.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ4BK7
Issuer: DZ Bank AG
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 176.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -4.62
Time value: 0.04
Break-even: 115.39
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 2.58
Spread abs.: 0.02
Spread %: 105.26%
Delta: 0.05
Theta: -0.01
Omega: 9.28
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -40.00%
3 Months
  -92.17%
YTD
  -86.15%
1 Year
  -98.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.023
1M High / 1M Low: 0.035 0.017
6M High / 6M Low: 0.350 0.017
High (YTD): 2024-04-12 0.350
Low (YTD): 2024-07-02 0.017
52W High: 2023-08-03 1.560
52W Low: 2024-07-02 0.017
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   265.80%
Volatility 6M:   317.65%
Volatility 1Y:   257.25%
Volatility 3Y:   -