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DZ Bank Call 12 REP 20.12.2024/  DE000DJ39GP3  /

EUWAX
9/6/2024  9:07:31 AM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.620EUR -3.13% -
Bid Size: -		 -
Ask Size: -		 REPSOL S.A. INH. ... 12.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ39GP
Issuer: DZ Bank AG
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 20.22
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.28
Time value: 0.58
Break-even: 12.58
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 9.43%
Delta: 0.49
Theta: 0.00
Omega: 9.91
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.22%
1 Month
  -48.76%
3 Months
  -77.21%
YTD
  -68.53%
1 Year
  -80.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.620
1M High / 1M Low: 1.410 0.620
6M High / 6M Low: 4.340 0.620
High (YTD): 4/8/2024 4.340
Low (YTD): 9/6/2024 0.620
52W High: 4/8/2024 4.340
52W Low: 9/6/2024 0.620
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   1.144
Avg. volume 1M:   452.174
Avg. price 6M:   2.580
Avg. volume 6M:   139.535
Avg. price 1Y:   2.666
Avg. volume 1Y:   156.172
Volatility 1M:   130.04%
Volatility 6M:   109.59%
Volatility 1Y:   101.82%
Volatility 3Y:   -