DZ Bank Call 200 DB1 20.09.2024/  DE000DJ8KCZ0  /

EUWAX
8/30/2024  8:09:12 AM Chg.+0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.480EUR +9.09% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 200.00 EUR 9/20/2024 Call
 

Master data

WKN: DJ8KCZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 9/20/2024
Issue date: 1/17/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 37.57
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.29
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.29
Time value: 0.25
Break-even: 205.40
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.65
Theta: -0.09
Omega: 24.57
Rho: 0.07
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month  
+220.00%
3 Months  
+242.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.210
1M High / 1M Low: 0.480 0.025
6M High / 6M Low: 0.550 0.025
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   614.53%
Volatility 6M:   352.08%
Volatility 1Y:   -
Volatility 3Y:   -