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DZ Bank Call 24 PHI1 20.12.2024/  DE000DJ39CR8  /

EUWAX
09/09/2024  12:09:35 Chg.+0.050 Bid19:30:54 Ask19:30:54 Underlying Strike price Expiration date Option type
0.420EUR +13.51% 0.400
Bid Size: 70,000		 0.410
Ask Size: 70,000		 KONINKL. PHILIPS EO ... 24.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ39CR
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.50
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.33
Implied volatility: 0.36
Historic volatility: 0.39
Parity: 0.33
Time value: 0.09
Break-even: 28.20
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.80
Theta: -0.01
Omega: 5.19
Rho: 0.05
 

Quote data

Open: 0.410
High: 0.420
Low: 0.410
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+10.53%
3 Months  
+61.54%
YTD  
+180.00%
1 Year  
+281.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.450 0.320
6M High / 6M Low: 0.450 0.027
High (YTD): 29/08/2024 0.450
Low (YTD): 05/04/2024 0.027
52W High: 29/08/2024 0.450
52W Low: 05/04/2024 0.027
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.156
Avg. volume 1Y:   0.000
Volatility 1M:   105.21%
Volatility 6M:   1,056.68%
Volatility 1Y:   761.88%
Volatility 3Y:   -