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DZ Bank Call 75 NDA 20.12.2024/  DE000DJ1RYZ4  /

EUWAX
30/07/2024  18:09:18 Chg.-0.080 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
0.430EUR -15.69% 0.420
Bid Size: 3,000		 0.450
Ask Size: 3,000		 AURUBIS AG 75.00 - 20/12/2024 Call
 

Master data

WKN: DJ1RYZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.28
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.32
Parity: -0.33
Time value: 0.54
Break-even: 80.40
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.49
Theta: -0.03
Omega: 6.50
Rho: 0.12
 

Quote data

Open: 0.470
High: 0.470
Low: 0.410
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month
  -35.82%
3 Months
  -50.00%
YTD
  -57.43%
1 Year
  -77.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.990 0.420
6M High / 6M Low: 1.180 0.160
High (YTD): 20/05/2024 1.180
Low (YTD): 05/03/2024 0.160
52W High: 31/07/2023 2.050
52W Low: 05/03/2024 0.160
Avg. price 1W:   0.468
Avg. volume 1W:   1,000
Avg. price 1M:   0.758
Avg. volume 1M:   238.095
Avg. price 6M:   0.611
Avg. volume 6M:   39.370
Avg. price 1Y:   0.852
Avg. volume 1Y:   19.608
Volatility 1M:   147.35%
Volatility 6M:   182.79%
Volatility 1Y:   160.63%
Volatility 3Y:   -