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DZ Bank Call 160 JNJ 17.01.2025/  DE000DJ2SGK9  /

EUWAX
2024-10-18  8:14:34 AM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.790EUR +1.28% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 160.00 - 2025-01-17 Call
 

Master data

WKN: DJ2SGK
Issuer: DZ Bank AG
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-09-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.53
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.14
Parity: -0.81
Time value: 0.82
Break-even: 168.20
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.44
Theta: -0.07
Omega: 8.16
Rho: 0.14
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.76%
1 Month
  -16.84%
3 Months  
+36.21%
YTD
  -23.30%
1 Year
  -33.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 0.950 0.600
6M High / 6M Low: 1.190 0.260
High (YTD): 2024-01-22 1.340
Low (YTD): 2024-07-08 0.260
52W High: 2024-01-22 1.340
52W Low: 2024-07-08 0.260
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.740
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   0.803
Avg. volume 1Y:   0.000
Volatility 1M:   109.32%
Volatility 6M:   196.27%
Volatility 1Y:   157.97%
Volatility 3Y:   -