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DZ Bank Call 22 PHI1 20.12.2024/  DE000DJ39CQ0  /

EUWAX
2024-10-11  9:04:35 AM Chg.-0.050 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.750EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 22.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39CQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.73
Implied volatility: 0.59
Historic volatility: 0.38
Parity: 0.73
Time value: 0.06
Break-even: 29.80
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.63%
Delta: 0.90
Theta: -0.01
Omega: 3.36
Rho: 0.04
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.60%
1 Month  
+15.38%
3 Months  
+97.37%
YTD  
+240.91%
1 Year  
+650.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.720
1M High / 1M Low: 0.800 0.600
6M High / 6M Low: 0.800 0.059
High (YTD): 2024-10-10 0.800
Low (YTD): 2024-04-05 0.055
52W High: 2024-10-10 0.800
52W Low: 2024-04-05 0.055
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   0.450
Avg. volume 6M:   0.000
Avg. price 1Y:   0.289
Avg. volume 1Y:   0.000
Volatility 1M:   83.06%
Volatility 6M:   776.75%
Volatility 1Y:   566.98%
Volatility 3Y:   -