DZ Bank Call 90 GOB 20.12.2024/  DE000DJ7RJ60  /

EUWAX
2024-11-12  3:50:30 PM Chg.-0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.240EUR -25.00% -
Bid Size: -
-
Ask Size: -
ST GOBAIN ... 90.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ7RJ6
Issuer: DZ Bank AG
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-18
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.84
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.09
Time value: 0.32
Break-even: 93.20
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.54
Spread abs.: 0.05
Spread %: 18.52%
Delta: 0.49
Theta: -0.05
Omega: 13.69
Rho: 0.04
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+185.71%
1 Month  
+60.00%
3 Months  
+247.83%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.084
1M High / 1M Low: 0.320 0.084
6M High / 6M Low: 0.360 0.069
High (YTD): 2024-05-16 0.360
Low (YTD): 2024-01-23 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   650.67%
Volatility 6M:   352.77%
Volatility 1Y:   -
Volatility 3Y:   -