DZ Bank Call 32.5 G1A 20.12.2024/  DE000DJ52TU9  /

EUWAX
9/2/2024  1:04:44 PM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.990EUR - -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 32.50 - 12/20/2024 Call
 

Master data

WKN: DJ52TU
Issuer: DZ Bank AG
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 32.50 -
Maturity: 12/20/2024
Issue date: 11/1/2023
Last trading day: 9/2/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.09
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.96
Implied volatility: 0.42
Historic volatility: 0.19
Parity: 0.96
Time value: 0.07
Break-even: 42.80
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 4.04%
Delta: 0.91
Theta: -0.01
Omega: 3.73
Rho: 0.07
 

Quote data

Open: 1.000
High: 1.000
Low: 0.990
Previous Close: 1.000
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.12%
3 Months  
+47.76%
YTD  
+43.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.000 0.840
6M High / 6M Low: 1.000 0.540
High (YTD): 8/30/2024 1.000
Low (YTD): 1/17/2024 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.896
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.32%
Volatility 6M:   82.76%
Volatility 1Y:   -
Volatility 3Y:   -