DZ Bank Call 62.5 AZ2 20.09.2024/  DE000DJ73B98  /

EUWAX
2024-08-16  9:46:25 AM Chg.- Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.040EUR - -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 62.50 - 2024-09-20 Call
 

Master data

WKN: DJ73B9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 62.50 -
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-08-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 138.14
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.31
Time value: 0.04
Break-even: 62.93
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 1.73
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.22
Theta: -0.03
Omega: 29.97
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.009
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+81.82%
3 Months  
+53.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.260 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,740.76%
Volatility 6M:   1,674.23%
Volatility 1Y:   -
Volatility 3Y:   -