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DZ Bank Call 6 PSM 20.12.2024/  DE000DJ2SCK8  /

EUWAX
2024-10-18  8:14:34 AM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.520EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 PROSIEBENSAT.1 NA O... 6.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ2SCK
Issuer: DZ Bank AG
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.34
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.10
Implied volatility: 0.52
Historic volatility: 0.46
Parity: 0.10
Time value: 0.49
Break-even: 6.59
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.56
Spread abs.: 0.06
Spread %: 11.32%
Delta: 0.58
Theta: 0.00
Omega: 6.03
Rho: 0.01
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+73.33%
3 Months
  -66.88%
YTD
  -26.76%
1 Year
  -26.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.440
1M High / 1M Low: 0.580 0.300
6M High / 6M Low: 2.460 0.240
High (YTD): 2024-04-18 2.460
Low (YTD): 2024-09-16 0.240
52W High: 2024-04-18 2.460
52W Low: 2024-09-16 0.240
Avg. price 1W:   0.484
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   1.172
Avg. volume 6M:   0.000
Avg. price 1Y:   1.085
Avg. volume 1Y:   0.000
Volatility 1M:   183.78%
Volatility 6M:   148.33%
Volatility 1Y:   180.19%
Volatility 3Y:   -