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DZ Bank Call 28 COK 20.12.2024/  DE000DJ1SZ65  /

EUWAX
2024-08-02  12:05:23 PM Chg.-0.060 Bid12:43:17 PM Ask12:43:17 PM Underlying Strike price Expiration date Option type
0.530EUR -10.17% 0.530
Bid Size: 50,000		 0.540
Ask Size: 50,000		 CANCOM SE O.N. 28.00 - 2024-12-20 Call
 

Master data

WKN: DJ1SZ6
Issuer: DZ Bank AG
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.43
Implied volatility: 0.45
Historic volatility: 0.33
Parity: 0.43
Time value: 0.19
Break-even: 34.20
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 10.71%
Delta: 0.76
Theta: -0.01
Omega: 3.95
Rho: 0.07
 

Quote data

Open: 0.570
High: 0.570
Low: 0.530
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -15.87%
3 Months  
+23.26%
YTD
  -3.64%
1 Year  
+103.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.560
1M High / 1M Low: 0.670 0.540
6M High / 6M Low: 0.670 0.240
High (YTD): 2024-07-04 0.670
Low (YTD): 2024-03-20 0.240
52W High: 2024-07-04 0.670
52W Low: 2023-10-25 0.150
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.615
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   0.000
Avg. price 1Y:   0.418
Avg. volume 1Y:   3.906
Volatility 1M:   97.31%
Volatility 6M:   143.51%
Volatility 1Y:   145.53%
Volatility 3Y:   -