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DZ Bank Call 27.5 COK 20.12.2024/  DE000DJ4BGF1  /

EUWAX
2024-08-15  6:12:30 PM Chg.+0.030 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.350EUR +9.38% -
Bid Size: -		 -
Ask Size: -		 CANCOM SE O.N. 27.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ4BGF
Issuer: DZ Bank AG
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Call
Strike price: 27.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.08
Implied volatility: 0.45
Historic volatility: 0.34
Parity: 0.08
Time value: 0.27
Break-even: 31.00
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.61
Theta: -0.01
Omega: 4.94
Rho: 0.05
 

Quote data

Open: 0.330
High: 0.340
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.08%
1 Month
  -46.15%
3 Months
  -42.62%
YTD
  -38.60%
1 Year  
+29.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.320
1M High / 1M Low: 0.700 0.320
6M High / 6M Low: 0.710 0.260
High (YTD): 2024-07-04 0.710
Low (YTD): 2024-03-20 0.260
52W High: 2024-07-04 0.710
52W Low: 2023-10-25 0.170
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   147.91%
Volatility 6M:   140.68%
Volatility 1Y:   142.71%
Volatility 3Y:   -