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DZ Bank Call 125 GXI 20.12.2024/  DE000DJ4T4S8  /

Frankfurt Zert./DZB
2024-09-05  10:34:35 AM Chg.+0.010 Bid2024-09-05 Ask2024-09-05 Underlying Strike price Expiration date Option type
0.170EUR +6.25% 0.170
Bid Size: 75,000		 0.180
Ask Size: 75,000		 GERRESHEIMER AG 125.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ4T4S
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2024-12-20
Issue date: 2023-08-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 54.32
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.40
Parity: -2.18
Time value: 0.19
Break-even: 126.90
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 1.04
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.19
Theta: -0.03
Omega: 10.47
Rho: 0.05
 

Quote data

Open: 0.170
High: 0.170
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month  
+41.67%
3 Months
  -71.19%
YTD
  -67.31%
1 Year
  -90.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.180 0.044
6M High / 6M Low: 0.990 0.044
High (YTD): 2024-03-06 0.990
Low (YTD): 2024-08-28 0.044
52W High: 2023-09-05 1.810
52W Low: 2024-08-28 0.044
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.491
Avg. volume 1Y:   0.000
Volatility 1M:   719.57%
Volatility 6M:   421.94%
Volatility 1Y:   375.13%
Volatility 3Y:   -