DZ Bank Call 65 NDA 20.09.2024/  DE000DJ20P47  /

EUWAX
2024-07-30  6:13:04 PM Chg.-0.130 Bid2024-07-30 Ask2024-07-30 Underlying Strike price Expiration date Option type
0.710EUR -15.48% 0.710
Bid Size: 10,500
0.760
Ask Size: 10,500
AURUBIS AG 65.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20P4
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.67
Implied volatility: 0.44
Historic volatility: 0.32
Parity: 0.67
Time value: 0.22
Break-even: 73.90
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 7.23%
Delta: 0.76
Theta: -0.04
Omega: 6.11
Rho: 0.06
 

Quote data

Open: 0.770
High: 0.770
Low: 0.680
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.39%
1 Month
  -32.38%
3 Months
  -45.38%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.720
1M High / 1M Low: 1.520 0.720
6M High / 6M Low: 1.670 0.260
High (YTD): 2024-05-20 1.670
Low (YTD): 2024-03-05 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   1.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.940
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.83%
Volatility 6M:   168.16%
Volatility 1Y:   -
Volatility 3Y:   -