DZ Bank Call 70 BSN 20.12.2024/  DE000DJ0S1K6  /

EUWAX
2024-07-09  9:06:13 AM Chg.-0.004 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.017EUR -19.05% -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 70.00 - 2024-12-20 Call
 

Master data

WKN: DJ0S1K
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 176.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -1.19
Time value: 0.03
Break-even: 70.33
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 153.85%
Delta: 0.10
Theta: 0.00
Omega: 17.57
Rho: 0.02
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -63.83%
3 Months
  -45.16%
YTD
  -77.03%
1 Year
  -83.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.019
1M High / 1M Low: 0.049 0.018
6M High / 6M Low: 0.140 0.018
High (YTD): 2024-02-22 0.140
Low (YTD): 2024-06-28 0.018
52W High: 2024-02-22 0.140
52W Low: 2024-06-28 0.018
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.065
Avg. volume 1Y:   0.000
Volatility 1M:   236.49%
Volatility 6M:   207.05%
Volatility 1Y:   202.82%
Volatility 3Y:   -