DZ Bank Call 40 AZ2 20.12.2024/  DE000DJ5J3R3  /

EUWAX
7/5/2024  3:47:33 PM Chg.+0.03 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.78EUR +1.71% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 40.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ5J3R
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/20/2024
Issue date: 10/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.67
Implied volatility: 0.52
Historic volatility: 0.24
Parity: 1.67
Time value: 0.20
Break-even: 58.60
Moneyness: 1.42
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 5.08%
Delta: 0.89
Theta: -0.01
Omega: 2.70
Rho: 0.15
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.81%
1 Month
  -1.11%
3 Months
  -3.78%
YTD  
+5.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.75
1M High / 1M Low: 2.14 1.74
6M High / 6M Low: 2.20 1.29
High (YTD): 2/22/2024 2.20
Low (YTD): 4/29/2024 1.29
52W High: - -
52W Low: - -
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   1.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.99%
Volatility 6M:   73.97%
Volatility 1Y:   -
Volatility 3Y:   -