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DZ Bank Call 20 EVK 20.12.2024/  DE000DJ5AD00  /

EUWAX
10/9/2024  11:07:35 AM Chg.+0.17 Bid11:41:12 AM Ask11:41:12 AM Underlying Strike price Expiration date Option type
1.40EUR +13.82% 1.39
Bid Size: 12,500		 1.49
Ask Size: 12,500		 EVONIK INDUSTRIES NA... 20.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ5AD0
Issuer: DZ Bank AG
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/20/2024
Issue date: 9/1/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.87
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.95
Implied volatility: 0.24
Historic volatility: 0.19
Parity: 0.95
Time value: 0.56
Break-even: 21.51
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.30
Spread %: 24.79%
Delta: 0.71
Theta: -0.01
Omega: 9.84
Rho: 0.03
 

Quote data

Open: 1.22
High: 1.40
Low: 1.22
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+86.67%
3 Months  
+91.78%
YTD  
+100.00%
1 Year  
+197.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.23
1M High / 1M Low: 1.30 0.72
6M High / 6M Low: 1.30 0.30
High (YTD): 10/2/2024 1.30
Low (YTD): 3/18/2024 0.12
52W High: 10/2/2024 1.30
52W Low: 3/18/2024 0.12
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   0.71
Avg. volume 6M:   0.00
Avg. price 1Y:   0.54
Avg. volume 1Y:   0.00
Volatility 1M:   136.90%
Volatility 6M:   165.47%
Volatility 1Y:   192.46%
Volatility 3Y:   -