DZ Bank Call 52.5 AZ2 20.12.2024/  DE000DJ4FL63  /

EUWAX
2024-07-25  8:09:57 AM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.650EUR +3.17% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 52.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ4FL6
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 52.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.37
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 0.37
Time value: 0.30
Break-even: 59.10
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 4.76%
Delta: 0.70
Theta: -0.02
Omega: 5.98
Rho: 0.13
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month
  -30.11%
3 Months     0.00%
YTD
  -10.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.600
1M High / 1M Low: 0.930 0.600
6M High / 6M Low: 1.090 0.390
High (YTD): 2024-02-26 1.090
Low (YTD): 2024-05-02 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.735
Avg. volume 1M:   0.000
Avg. price 6M:   0.778
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.64%
Volatility 6M:   122.84%
Volatility 1Y:   -
Volatility 3Y:   -