DZ Bank Call 85 NDA 20.09.2024/  DE000DJ29GD0  /

EUWAX
2024-07-30  6:09:14 PM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.006EUR -76.92% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 85.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ29GD
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-17
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 135.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -1.33
Time value: 0.05
Break-even: 85.53
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 2.45
Spread abs.: 0.03
Spread %: 130.43%
Delta: 0.12
Theta: -0.02
Omega: 16.20
Rho: 0.01
 

Quote data

Open: 0.017
High: 0.018
Low: 0.001
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.85%
1 Month
  -94.55%
3 Months
  -97.60%
YTD
  -98.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.013
1M High / 1M Low: 0.220 0.013
6M High / 6M Low: 0.400 0.001
High (YTD): 2024-05-20 0.400
Low (YTD): 2024-03-05 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   157.480
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   472.11%
Volatility 6M:   3,227.59%
Volatility 1Y:   -
Volatility 3Y:   -