OverviewChartNewsTraderScreen

DZ Bank Call 4 DEZ 20.12.2024/  DE000DJ4YPQ1  /

EUWAX
8/30/2024  12:06:02 PM Chg.+0.030 Bid12:26:09 PM Ask12:26:09 PM Underlying Strike price Expiration date Option type
0.880EUR +3.53% 0.880
Bid Size: 20,000		 0.910
Ask Size: 20,000		 DEUTZ AG O.N. 4.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ4YPQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 12/20/2024
Issue date: 8/18/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.09
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.68
Implied volatility: 0.50
Historic volatility: 0.40
Parity: 0.68
Time value: 0.24
Break-even: 4.92
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.09
Spread %: 10.84%
Delta: 0.77
Theta: 0.00
Omega: 3.94
Rho: 0.01
 

Quote data

Open: 0.840
High: 0.880
Low: 0.840
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month
  -39.31%
3 Months
  -40.94%
YTD
  -20.72%
1 Year
  -1.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.800
1M High / 1M Low: 1.480 0.790
6M High / 6M Low: 2.330 0.790
High (YTD): 7/1/2024 2.330
Low (YTD): 1/17/2024 0.740
52W High: 7/1/2024 2.330
52W Low: 10/25/2023 0.430
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   1.602
Avg. volume 6M:   0.000
Avg. price 1Y:   1.303
Avg. volume 1Y:   0.000
Volatility 1M:   135.16%
Volatility 6M:   151.63%
Volatility 1Y:   135.49%
Volatility 3Y:   -