DZ Bank Call 80 NDA 20.12.2024/  DE000DJ5DJQ5  /

EUWAX
02/08/2024  18:09:21 Chg.-0.070 Bid20:33:22 Ask20:33:22 Underlying Strike price Expiration date Option type
0.180EUR -28.00% 0.170
Bid Size: 7,500
-
Ask Size: -
AURUBIS AG 80.00 EUR 20/12/2024 Call
 

Master data

WKN: DJ5DJQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 20/12/2024
Issue date: 06/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 23.90
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.32
Parity: -0.83
Time value: 0.30
Break-even: 83.00
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.46
Spread abs.: 0.06
Spread %: 25.00%
Delta: 0.35
Theta: -0.02
Omega: 8.36
Rho: 0.08
 

Quote data

Open: 0.230
High: 0.230
Low: 0.180
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -59.09%
3 Months
  -61.70%
YTD
  -64.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.540 0.210
6M High / 6M Low: 0.600 0.070
High (YTD): 20/05/2024 0.600
Low (YTD): 05/03/2024 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.320
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.98%
Volatility 6M:   197.24%
Volatility 1Y:   -
Volatility 3Y:   -