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DZ Bank Call 15 UTDI 20.12.2024/  DE000DJ00CA6  /

EUWAX
2024-05-31  6:09:58 PM Chg.-0.020 Bid7:52:35 PM Ask7:52:35 PM Underlying Strike price Expiration date Option type
0.710EUR -2.74% 0.710
Bid Size: 35,000		 0.780
Ask Size: 35,000		 UTD.INTERNET AG NA 15.00 - 2024-12-20 Call
 

Master data

WKN: DJ00CA
Issuer: DZ Bank AG
Currency: EUR
Underlying: UTD.INTERNET AG NA
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.70
Implied volatility: 0.60
Historic volatility: 0.36
Parity: 0.70
Time value: 0.11
Break-even: 23.10
Moneyness: 1.47
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 12.50%
Delta: 0.87
Theta: -0.01
Omega: 2.36
Rho: 0.06
 

Quote data

Open: 0.720
High: 0.740
Low: 0.710
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.05%
1 Month
  -6.58%
3 Months
  -6.58%
YTD
  -16.47%
1 Year  
+273.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.690
1M High / 1M Low: 0.910 0.690
6M High / 6M Low: 1.030 0.520
High (YTD): 2024-01-30 1.030
Low (YTD): 2024-04-16 0.540
52W High: 2024-01-30 1.030
52W Low: 2023-07-11 0.150
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   12
Avg. price 1Y:   0.581
Avg. volume 1Y:   76.445
Volatility 1M:   97.41%
Volatility 6M:   89.21%
Volatility 1Y:   118.12%
Volatility 3Y:   -