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DZ Bank Call 22.5 GLJ 20.12.2024/  DE000DJ2NUY2  /

Frankfurt Zert./DZB
2024-10-15  9:35:20 PM Chg.+0.070 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.430EUR +19.44% 0.420
Bid Size: 4,000		 0.510
Ask Size: 4,000		 GRENKE AG NA O.N. 22.50 - 2024-12-20 Call
 

Master data

WKN: DJ2NUY
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 22.50 -
Maturity: 2024-12-20
Issue date: 2023-09-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.34
Implied volatility: 0.54
Historic volatility: 0.34
Parity: 0.34
Time value: 0.10
Break-even: 26.90
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 25.71%
Delta: 0.77
Theta: -0.01
Omega: 4.56
Rho: 0.03
 

Quote data

Open: 0.350
High: 0.450
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.71%
1 Month  
+207.14%
3 Months
  -15.69%
YTD
  -10.42%
1 Year  
+104.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.360 0.140
6M High / 6M Low: 0.640 0.080
High (YTD): 2024-07-30 0.640
Low (YTD): 2024-06-14 0.080
52W High: 2024-07-30 0.640
52W Low: 2024-06-14 0.080
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.295
Avg. volume 1Y:   0.000
Volatility 1M:   216.82%
Volatility 6M:   332.01%
Volatility 1Y:   262.83%
Volatility 3Y:   -