DZ Bank Call 30 GFT 20.12.2024/  DE000DJ1R0M4  /

EUWAX
04/07/2024  18:09:21 Chg.-0.006 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.065EUR -8.45% -
Bid Size: -
-
Ask Size: -
GFT TECHNOLOGIES SE 30.00 - 20/12/2024 Call
 

Master data

WKN: DJ1R0M
Issuer: DZ Bank AG
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.15
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -0.51
Time value: 0.10
Break-even: 30.99
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 43.48%
Delta: 0.29
Theta: -0.01
Omega: 7.26
Rho: 0.03
 

Quote data

Open: 0.069
High: 0.090
Low: 0.065
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -56.67%
3 Months
  -76.79%
YTD
  -87.96%
1 Year
  -85.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.063
1M High / 1M Low: 0.180 0.063
6M High / 6M Low: 0.680 0.063
High (YTD): 08/02/2024 0.680
Low (YTD): 01/07/2024 0.063
52W High: 08/02/2024 0.680
52W Low: 01/07/2024 0.063
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.306
Avg. volume 6M:   120.457
Avg. price 1Y:   0.366
Avg. volume 1Y:   90.031
Volatility 1M:   328.51%
Volatility 6M:   223.46%
Volatility 1Y:   185.01%
Volatility 3Y:   -