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DZ Bank Call 60 AZ2 20.12.2024/  DE000DW0QJ87  /

EUWAX
10/16/2024  8:23:35 AM Chg.-0.080 Bid10:22:20 AM Ask10:22:20 AM Underlying Strike price Expiration date Option type
0.350EUR -18.60% 0.390
Bid Size: 50,000		 0.400
Ask Size: 50,000		 ANDRITZ AG 60.00 EUR 12/20/2024 Call
 

Master data

WKN: DW0QJ8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/20/2024
Issue date: 7/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.77
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.15
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.15
Time value: 0.24
Break-even: 63.90
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.62
Theta: -0.02
Omega: 9.84
Rho: 0.06
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.19%
1 Month
  -5.41%
3 Months  
+34.62%
YTD
  -2.78%
1 Year  
+288.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.430
1M High / 1M Low: 0.660 0.370
6M High / 6M Low: 0.660 0.110
High (YTD): 9/27/2024 0.660
Low (YTD): 5/2/2024 0.110
52W High: 9/27/2024 0.660
52W Low: 10/25/2023 0.033
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.313
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   408.203
Volatility 1M:   161.95%
Volatility 6M:   240.76%
Volatility 1Y:   245.64%
Volatility 3Y:   -