DZ Bank Call 60 SIX2 20.12.2024/  DE000DJ31U21  /

EUWAX
8/15/2024  6:09:34 PM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.580EUR +1.75% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 60.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.17
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 0.17
Time value: 0.48
Break-even: 66.40
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 10.34%
Delta: 0.62
Theta: -0.02
Omega: 5.93
Rho: 0.11
 

Quote data

Open: 0.580
High: 0.580
Low: 0.570
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -31.76%
3 Months
  -48.67%
YTD
  -56.72%
1 Year
  -52.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.520
1M High / 1M Low: 0.850 0.520
6M High / 6M Low: 1.300 0.520
High (YTD): 1/2/2024 1.310
Low (YTD): 8/12/2024 0.520
52W High: 12/29/2023 1.340
52W Low: 8/12/2024 0.520
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   1.037
Avg. volume 6M:   0.000
Avg. price 1Y:   1.127
Avg. volume 1Y:   0.000
Volatility 1M:   120.49%
Volatility 6M:   68.19%
Volatility 1Y:   50.69%
Volatility 3Y:   -