DZ Bank Call 9 GYC 20.12.2024/  DE000DDZ52H6  /

EUWAX
11/7/2024  12:57:19 PM Chg.0.000 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.290EUR 0.00% -
Bid Size: -
-
Ask Size: -
GRAND CITY PROPERT.E... 9.00 - 12/20/2024 Call
 

Master data

WKN: DDZ52H
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRAND CITY PROPERT.EO-,10
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 12/20/2024
Issue date: 3/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.24
Implied volatility: 1.35
Historic volatility: 0.34
Parity: 0.24
Time value: 0.09
Break-even: 12.30
Moneyness: 1.26
Premium: 0.08
Premium p.a.: 0.95
Spread abs.: 0.05
Spread %: 17.86%
Delta: 0.77
Theta: -0.02
Omega: 2.66
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.290
Low: 0.260
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -21.62%
3 Months  
+45.00%
YTD  
+61.11%
1 Year  
+70.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.400 0.270
6M High / 6M Low: 0.400 0.180
High (YTD): 10/17/2024 0.400
Low (YTD): 2/27/2024 0.069
52W High: 10/17/2024 0.400
52W Low: 2/27/2024 0.069
Avg. price 1W:   0.293
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   0.000
Volatility 1M:   100.27%
Volatility 6M:   119.74%
Volatility 1Y:   155.57%
Volatility 3Y:   -