DZ Bank Call 7 LPK 20.12.2024/  DE000DJ40AS8  /

EUWAX
11/5/2024  8:18:56 AM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.63EUR - -
Bid Size: -
-
Ask Size: -
LPKF LASER+ELECTR.IN... 7.00 - 12/20/2024 Call
 

Master data

WKN: DJ40AS
Issuer: DZ Bank AG
Currency: EUR
Underlying: LPKF LASER+ELECTR.INH ON
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 12/20/2024
Issue date: 8/21/2023
Last trading day: 11/5/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.73
Implied volatility: 0.80
Historic volatility: 0.35
Parity: 1.73
Time value: 0.28
Break-even: 9.01
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.30
Spread abs.: 0.38
Spread %: 23.31%
Delta: 0.83
Theta: -0.01
Omega: 3.60
Rho: 0.01
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.84
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -9.44%
1 Month
  -15.98%
3 Months  
+15.60%
YTD
  -54.08%
1 Year
  -27.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.61
1M High / 1M Low: 2.59 1.61
6M High / 6M Low: 2.59 1.24
High (YTD): 1/10/2024 3.97
Low (YTD): 8/5/2024 1.24
52W High: 1/10/2024 3.97
52W Low: 8/5/2024 1.24
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   2.14
Avg. volume 1Y:   0.00
Volatility 1M:   148.79%
Volatility 6M:   120.21%
Volatility 1Y:   113.59%
Volatility 3Y:   -