DZ Bank Call 225 DB1 20.12.2024/  DE000DJ0RGB4  /

EUWAX
2024-11-07  12:52:56 PM Chg.-0.160 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.120EUR -57.14% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 225.00 - 2024-12-20 Call
 

Master data

WKN: DJ0RGB
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 2024-12-20
Issue date: 2023-03-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 112.58
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.11
Time value: 0.19
Break-even: 226.90
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.65
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.24
Theta: -0.05
Omega: 27.24
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.120
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -40.00%
3 Months  
+130.77%
YTD
  -42.86%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.120
1M High / 1M Low: 0.420 0.120
6M High / 6M Low: 0.420 0.031
High (YTD): 2024-10-18 0.420
Low (YTD): 2024-08-07 0.031
52W High: 2024-10-18 0.420
52W Low: 2024-08-07 0.031
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   414.02%
Volatility 6M:   362.05%
Volatility 1Y:   284.33%
Volatility 3Y:   -