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DZ Bank Call 16 REP 20.12.2024/  DE000DJ4BLT2  /

EUWAX
2024-07-31  9:09:05 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 REPSOL S.A. INH. ... 16.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ4BLT
Issuer: DZ Bank AG
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 68.61
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -2.97
Time value: 0.19
Break-even: 16.19
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.75
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.17
Theta: 0.00
Omega: 11.35
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -59.52%
3 Months
  -75.71%
YTD
  -61.36%
1 Year
  -80.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.480 0.140
6M High / 6M Low: 1.360 0.140
High (YTD): 2024-04-05 1.360
Low (YTD): 2024-07-25 0.140
52W High: 2023-09-28 1.720
52W Low: 2024-07-25 0.140
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.741
Avg. volume 1Y:   0.000
Volatility 1M:   198.69%
Volatility 6M:   186.80%
Volatility 1Y:   160.30%
Volatility 3Y:   -