DZ Bank Call 85 NDA 20.09.2024/  DE000DJ29GD0  /

EUWAX
7/31/2024  8:03:35 AM Chg.-0.002 Bid10:24:38 AM Ask10:24:38 AM Underlying Strike price Expiration date Option type
0.004EUR -33.33% 0.023
Bid Size: 30,000
0.033
Ask Size: 30,000
AURUBIS AG 85.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 10/17/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.32
Parity: -1.43
Time value: 0.09
Break-even: 85.91
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 3.03
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.16
Theta: -0.03
Omega: 12.35
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.78%
1 Month
  -96.36%
3 Months
  -98.40%
YTD
  -99.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.006
1M High / 1M Low: 0.220 0.006
6M High / 6M Low: 0.400 0.001
High (YTD): 5/20/2024 0.400
Low (YTD): 3/5/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   157.480
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   528.29%
Volatility 6M:   3,230.07%
Volatility 1Y:   -
Volatility 3Y:   -