DZ Bank Call 27.5 COK 20.12.2024/  DE000DJ4BGF1  /

EUWAX
06/09/2024  18:12:44 Chg.-0.050 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.180EUR -21.74% -
Bid Size: -
-
Ask Size: -
CANCOM SE O.N. 27.50 EUR 20/12/2024 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: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.57
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.33
Parity: -0.11
Time value: 0.21
Break-even: 29.60
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 16.67%
Delta: 0.49
Theta: -0.01
Omega: 6.21
Rho: 0.03
 

Quote data

Open: 0.230
High: 0.230
Low: 0.180
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month
  -62.50%
3 Months
  -63.27%
YTD
  -68.42%
1 Year
  -51.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.490 0.180
6M High / 6M Low: 0.710 0.180
High (YTD): 04/07/2024 0.710
Low (YTD): 06/09/2024 0.180
52W High: 04/07/2024 0.710
52W Low: 25/10/2023 0.170
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   128.64%
Volatility 6M:   140.31%
Volatility 1Y:   141.97%
Volatility 3Y:   -