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DZ Bank Call 28 COK 20.12.2024/  DE000DJ1SZ65  /

EUWAX
09/07/2024  12:05:23 Chg.0.000 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
0.650EUR 0.00% 0.650
Bid Size: 50,000		 0.670
Ask Size: 50,000		 CANCOM SE O.N. 28.00 - 20/12/2024 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: 20/12/2024
Issue date: 17/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.52
Implied volatility: 0.43
Historic volatility: 0.33
Parity: 0.52
Time value: 0.18
Break-even: 35.00
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 9.38%
Delta: 0.78
Theta: -0.01
Omega: 3.71
Rho: 0.09
 

Quote data

Open: 0.640
High: 0.670
Low: 0.640
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.17%
1 Month  
+41.30%
3 Months  
+47.73%
YTD  
+18.18%
1 Year  
+58.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.630
1M High / 1M Low: 0.670 0.470
6M High / 6M Low: 0.670 0.240
High (YTD): 04/07/2024 0.670
Low (YTD): 20/03/2024 0.240
52W High: 04/07/2024 0.670
52W Low: 25/10/2023 0.150
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   0.402
Avg. volume 1Y:   3.922
Volatility 1M:   115.52%
Volatility 6M:   141.49%
Volatility 1Y:   148.64%
Volatility 3Y:   -