DZ Bank Call 32 R6C0 20.12.2024/  DE000DJ39JS1  /

EUWAX
2024-10-31  3:34:48 PM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.045EUR +28.57% -
Bid Size: -
-
Ask Size: -
SHELL PLC 32.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39JS
Issuer: DZ Bank AG
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 45.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.18
Parity: -0.19
Time value: 0.07
Break-even: 32.66
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.80
Spread abs.: 0.05
Spread %: 312.50%
Delta: 0.32
Theta: -0.01
Omega: 14.82
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.045
Low: 0.039
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.78%
1 Month  
+7.14%
3 Months
  -82.69%
YTD
  -73.53%
1 Year
  -80.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.035
1M High / 1M Low: 0.120 0.035
6M High / 6M Low: 0.370 0.035
High (YTD): 2024-05-13 0.370
Low (YTD): 2024-10-30 0.035
52W High: 2024-05-13 0.370
52W Low: 2024-10-30 0.035
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   440.87%
Volatility 6M:   230.37%
Volatility 1Y:   204.57%
Volatility 3Y:   -