DZ Bank Call 20 GLJ 20.06.2025/  DE000DJ52UG6  /

EUWAX
08/11/2024  12:06:48 Chg.+0.010 Bid12:12:17 Ask12:12:17 Underlying Strike price Expiration date Option type
0.080EUR +14.29% 0.090
Bid Size: 40,000
0.120
Ask Size: 40,000
GRENKE AG NA O.N. 20.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ52UG
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 20/06/2025
Issue date: 01/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.41
Parity: -0.21
Time value: 0.16
Break-even: 21.60
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.09
Spread %: 128.57%
Delta: 0.45
Theta: -0.01
Omega: 5.02
Rho: 0.04
 

Quote data

Open: 0.080
High: 0.090
Low: 0.080
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -86.67%
3 Months
  -88.89%
YTD
  -88.24%
1 Year
  -78.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.730 0.060
6M High / 6M Low: 0.910 0.060
High (YTD): 31/07/2024 0.910
Low (YTD): 06/11/2024 0.060
52W High: 31/07/2024 0.910
52W Low: 06/11/2024 0.060
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   19.531
Volatility 1M:   316.38%
Volatility 6M:   215.68%
Volatility 1Y:   167.10%
Volatility 3Y:   -