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DZ Bank Call 40250 Nikkei 225 Sto.../  DE000DJ86W98  /

EUWAX
11/09/2024  08:05:01 Chg.-0.080 Bid13:59:35 Ask13:59:35 Underlying Strike price Expiration date Option type
0.250EUR -24.24% 0.340
Bid Size: 20,000		 0.360
Ask Size: 20,000		 - 40,250.00 JPY 06/12/2024 Call
 

Master data

WKN: DJ86W9
Issuer: DZ Bank AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 40,250.00 JPY
Maturity: 06/12/2024
Issue date: 06/02/2024
Last trading day: 05/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1,719,730.09
Leverage: Yes

Calculated values

Fair value: 567,510.93
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 32.32
Parity: -67,674.72
Time value: 0.33
Break-even: 6,351,859.86
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.00
Theta: -0.37
Omega: 152.83
Rho: 1.18
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.18%
1 Month
  -28.57%
3 Months
  -76.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.330
1M High / 1M Low: 0.780 0.330
6M High / 6M Low: 2.040 0.030
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   15.625
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.51%
Volatility 6M:   437.57%
Volatility 1Y:   -
Volatility 3Y:   -