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DZ Bank Call 70 NDA 20.12.2024/  DE000DJ1ZKG6  /

EUWAX
30/07/2024  14:06:14 Chg.-0.130 Bid14:45:14 Ask14:45:14 Underlying Strike price Expiration date Option type
0.640EUR -16.88% 0.640
Bid Size: 30,000		 0.650
Ask Size: 30,000		 AURUBIS AG 70.00 - 20/12/2024 Call
 

Master data

WKN: DJ1ZKG
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 26/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.08
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.17
Implied volatility: 0.37
Historic volatility: 0.32
Parity: 0.17
Time value: 0.62
Break-even: 77.90
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.61
Theta: -0.03
Omega: 5.54
Rho: 0.14
 

Quote data

Open: 0.710
High: 0.710
Low: 0.630
Previous Close: 0.770
Turnover: 2,560
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -31.91%
3 Months
  -44.35%
YTD
  -49.61%
1 Year
  -70.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.660
1M High / 1M Low: 1.320 0.660
6M High / 6M Low: 1.500 0.260
High (YTD): 20/05/2024 1.500
Low (YTD): 05/03/2024 0.260
52W High: 31/07/2023 2.360
52W Low: 05/03/2024 0.260
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   1.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.844
Avg. volume 6M:   0.000
Avg. price 1Y:   1.090
Avg. volume 1Y:   .980
Volatility 1M:   120.73%
Volatility 6M:   156.21%
Volatility 1Y:   138.86%
Volatility 3Y:   -