DZ Bank Call 40 EBO 20.09.2024/  DE000DQ4J894  /

EUWAX
2024-07-04  9:11:51 AM Chg.+0.030 Bid8:00:01 PM Ask8:00:01 PM Underlying Strike price Expiration date Option type
0.690EUR +4.55% 0.700
Bid Size: 12,500
0.750
Ask Size: 12,500
ERSTE GROUP BNK INH.... 40.00 EUR 2024-09-20 Call
 

Master data

WKN: DQ4J89
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-09-20
Issue date: 2024-06-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.61
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 0.61
Time value: 0.12
Break-even: 47.30
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 8.96%
Delta: 0.82
Theta: -0.02
Omega: 5.21
Rho: 0.07
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.82%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.490
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -