OverviewChartNewsTraderScreen

DZ Bank Call 22.5 GLJ 20.12.2024/  DE000DJ2NUY2  /

Frankfurt Zert./DZB
16/10/2024  10:04:41 Chg.+0.020 Bid16/10/2024 Ask16/10/2024 Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.450
Bid Size: 40,000		 0.480
Ask Size: 40,000		 GRENKE AG NA O.N. 22.50 - 20/12/2024 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: 20/12/2024
Issue date: 25/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.42
Implied volatility: 0.58
Historic volatility: 0.34
Parity: 0.42
Time value: 0.10
Break-even: 27.60
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.22
Spread abs.: 0.09
Spread %: 21.43%
Delta: 0.80
Theta: -0.02
Omega: 4.18
Rho: 0.03
 

Quote data

Open: 0.430
High: 0.450
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+221.43%
3 Months
  -16.67%
YTD
  -6.25%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.330
1M High / 1M Low: 0.430 0.140
6M High / 6M Low: 0.640 0.080
High (YTD): 30/07/2024 0.640
Low (YTD): 14/06/2024 0.080
52W High: 30/07/2024 0.640
52W Low: 14/06/2024 0.080
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   0.000
Volatility 1M:   216.59%
Volatility 6M:   332.87%
Volatility 1Y:   262.92%
Volatility 3Y:   -