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DZ Bank Call 15 RAW 20.12.2024/  DE000DJ39EF9  /

EUWAX
2024-08-05  8:07:52 AM Chg.-0.94 Bid2:46:42 PM Ask2:46:42 PM Underlying Strike price Expiration date Option type
2.37EUR -28.40% 1.82
Bid Size: 50,000		 1.87
Ask Size: 50,000		 RAIFFEISEN BK INTL I... 15.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39EF
Issuer: DZ Bank AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 1.62
Implied volatility: 0.44
Historic volatility: 0.29
Parity: 1.62
Time value: 1.12
Break-even: 17.74
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.15
Spread %: 5.79%
Delta: 0.71
Theta: -0.01
Omega: 4.33
Rho: 0.03
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 3.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.30%
1 Month
  -26.85%
3 Months
  -31.70%
YTD
  -43.17%
1 Year  
+30.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.87 3.26
1M High / 1M Low: 3.87 2.90
6M High / 6M Low: 5.71 2.26
High (YTD): 2024-02-23 5.71
Low (YTD): 2024-06-17 2.26
52W High: 2024-02-23 5.71
52W Low: 2023-09-26 0.87
Avg. price 1W:   3.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.27
Avg. volume 1M:   0.00
Avg. price 6M:   3.70
Avg. volume 6M:   0.00
Avg. price 1Y:   3.00
Avg. volume 1Y:   0.00
Volatility 1M:   102.17%
Volatility 6M:   116.67%
Volatility 1Y:   115.89%
Volatility 3Y:   -