DZ Bank Call 60 AZ2 20.12.2024/  DE000DW0QJ87  /

EUWAX
30/08/2024  08:21:57 Chg.+0.040 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.330EUR +13.79% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 60.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.03
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -0.04
Time value: 0.35
Break-even: 63.50
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.54
Theta: -0.02
Omega: 9.20
Rho: 0.09
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -10.81%
3 Months  
+94.12%
YTD
  -8.33%
1 Year  
+65.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.380 0.140
6M High / 6M Low: 0.540 0.110
High (YTD): 22/02/2024 0.600
Low (YTD): 02/05/2024 0.110
52W High: 22/02/2024 0.600
52W Low: 25/10/2023 0.033
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   408.203
Volatility 1M:   278.24%
Volatility 6M:   235.46%
Volatility 1Y:   248.84%
Volatility 3Y:   -