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DZ Bank Call 27.5 GFT 20.12.2024/  DE000DJ390F1  /

Frankfurt Zert./DZB
2024-07-29  9:35:14 PM Chg.-0.009 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.071EUR -11.25% 0.070
Bid Size: 5,000		 0.100
Ask Size: 5,000		 GFT TECHNOLOGIES SE 27.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ390F
Issuer: DZ Bank AG
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 27.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.00
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.34
Parity: -0.33
Time value: 0.11
Break-even: 28.60
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.34
Theta: -0.01
Omega: 7.57
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.100
Low: 0.071
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.25%
1 Month
  -52.67%
3 Months
  -77.81%
YTD
  -89.71%
1 Year
  -87.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.071
1M High / 1M Low: 0.140 0.071
6M High / 6M Low: 0.820 0.071
High (YTD): 2024-01-29 0.840
Low (YTD): 2024-07-29 0.071
52W High: 2024-01-29 0.840
52W Low: 2024-07-29 0.071
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   13.386
Avg. price 1Y:   0.446
Avg. volume 1Y:   6.667
Volatility 1M:   157.06%
Volatility 6M:   166.71%
Volatility 1Y:   154.44%
Volatility 3Y:   -