DZ Bank Call 10 M5Z/D 20.09.2024/  DE000DJ87918  /

EUWAX
2024-06-12  8:06:44 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
MANZ AG 10.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ8791
Issuer: DZ Bank AG
Currency: EUR
Underlying: MANZ AG
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-06
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.07
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.54
Parity: -2.66
Time value: 0.43
Break-even: 10.43
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 2.61
Spread abs.: 0.30
Spread %: 230.77%
Delta: 0.29
Theta: -0.01
Omega: 4.91
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -61.11%
3 Months
  -88.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.480 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -