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DZ Bank Call 60 SIX2 20.12.2024/  DE000DJ31U21  /

EUWAX
2024-07-16  6:09:40 PM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.840EUR -1.18% -
Bid Size: -		 -
Ask Size: -		 SIXT SE ST O.N. 60.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ31U2
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.74
Implied volatility: 0.20
Historic volatility: 0.30
Parity: 0.74
Time value: 0.17
Break-even: 69.00
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 7.14%
Delta: 0.85
Theta: -0.01
Omega: 6.39
Rho: 0.21
 

Quote data

Open: 0.840
High: 0.850
Low: 0.820
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.20%
1 Month
  -4.55%
3 Months
  -31.15%
YTD
  -37.31%
1 Year
  -35.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.830
1M High / 1M Low: 0.960 0.780
6M High / 6M Low: 1.300 0.780
High (YTD): 2024-01-02 1.310
Low (YTD): 2024-07-02 0.780
52W High: 2023-12-29 1.340
52W Low: 2024-07-02 0.780
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.871
Avg. volume 1M:   0.000
Avg. price 6M:   1.143
Avg. volume 6M:   0.000
Avg. price 1Y:   1.177
Avg. volume 1Y:   0.000
Volatility 1M:   63.70%
Volatility 6M:   47.80%
Volatility 1Y:   37.21%
Volatility 3Y:   -