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DZ Bank Call 190 CGM 20.12.2024/  DE000DJ383H2  /

EUWAX
17/09/2024  08:09:46 Chg.-0.14 Bid20:10:21 Ask20:10:21 Underlying Strike price Expiration date Option type
1.27EUR -9.93% 1.30
Bid Size: 6,250		 1.32
Ask Size: 6,250		 CAPGEMINI SE INH. EO... 190.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ383H
Issuer: DZ Bank AG
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.63
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.02
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.02
Time value: 1.29
Break-even: 203.00
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 2.36%
Delta: 0.56
Theta: -0.07
Omega: 8.13
Rho: 0.24
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.01%
1 Month  
+56.79%
3 Months
  -11.19%
YTD
  -47.95%
1 Year
  -30.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 0.83
1M High / 1M Low: 1.53 0.74
6M High / 6M Low: 4.44 0.66
High (YTD): 08/03/2024 4.73
Low (YTD): 13/08/2024 0.66
52W High: 08/03/2024 4.73
52W Low: 13/08/2024 0.66
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   2.32
Avg. volume 1Y:   0.00
Volatility 1M:   210.67%
Volatility 6M:   174.31%
Volatility 1Y:   141.54%
Volatility 3Y:   -