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DZ Bank Call 25 NVDA 20.12.2024/  DE000DJ0AU87  /

EUWAX
2024-06-21  8:11:36 AM Chg.-6.08 Bid12:44:13 PM Ask12:44:13 PM Underlying Strike price Expiration date Option type
101.70EUR -5.64% 98.32
Bid Size: 2,000		 -
Ask Size: -		 NVIDIA Corporation 25.00 USD 2024-12-20 Call
 

Master data

WKN: DJ0AU8
Issuer: DZ Bank AG
Currency: EUR
Underlying: NVIDIA Corporation
Type: Warrant
Option type: Call
Strike price: 25.00 USD
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 1.21
Leverage: Yes

Calculated values

Fair value: 99.22
Intrinsic value: 98.81
Implied volatility: 1.67
Historic volatility: 0.40
Parity: 98.81
Time value: 2.35
Break-even: 124.51
Moneyness: 5.23
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 1.28
Spread %: 1.28%
Delta: 0.98
Theta: -0.02
Omega: 1.18
Rho: 0.09
 

Quote data

Open: 101.70
High: 101.70
Low: 101.70
Previous Close: 107.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.32%
1 Month  
+54.98%
3 Months  
+63.50%
YTD  
+324.81%
1 Year  
+421.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 107.78 99.39
1M High / 1M Low: 107.78 65.62
6M High / 6M Low: 107.78 22.54
High (YTD): 2024-06-20 107.78
Low (YTD): 2024-01-03 22.54
52W High: 2024-06-20 107.78
52W Low: 2023-10-26 17.42
Avg. price 1W:   103.25
Avg. volume 1W:   0.00
Avg. price 1M:   86.71
Avg. volume 1M:   0.00
Avg. price 6M:   55.68
Avg. volume 6M:   0.00
Avg. price 1Y:   38.15
Avg. volume 1Y:   0.00
Volatility 1M:   50.78%
Volatility 6M:   67.43%
Volatility 1Y:   68.25%
Volatility 3Y:   -