DZ Bank Call 1160 AVGO 16.01.2026/  DE000DJ80T32  /

EUWAX
11/06/2024  08:33:04 Chg.+0.26 Bid10:30:06 Ask10:30:06 Underlying Strike price Expiration date Option type
4.32EUR +6.40% 4.29
Bid Size: 3,000
4.35
Ask Size: 3,000
Broadcom Inc 1,160.00 USD 16/01/2026 Call
 

Master data

WKN: DJ80T3
Issuer: DZ Bank AG
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 1,160.00 USD
Maturity: 16/01/2026
Issue date: 30/01/2024
Last trading day: 15/01/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 3.89
Intrinsic value: 2.61
Implied volatility: 0.40
Historic volatility: 0.31
Parity: 2.61
Time value: 1.69
Break-even: 1,507.73
Moneyness: 1.24
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.79
Theta: -0.23
Omega: 2.45
Rho: 9.97
 

Quote data

Open: 4.32
High: 4.32
Low: 4.32
Previous Close: 4.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.73%
1 Month  
+29.73%
3 Months  
+30.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.06 3.33
1M High / 1M Low: 4.16 3.33
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.78
Avg. volume 1W:   0.00
Avg. price 1M:   3.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -