DZ Bank Call 30 GFT 20.12.2024/  DE000DJ1R0M4  /

EUWAX
2024-06-14  6:09:29 PM Chg.+0.040 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.120EUR +50.00% -
Bid Size: -
-
Ask Size: -
GFT TECHNOLOGIES SE 30.00 - 2024-12-20 Call
 

Master data

WKN: DJ1R0M
Issuer: DZ Bank AG
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.37
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.35
Parity: -0.40
Time value: 0.15
Break-even: 31.50
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.37
Theta: -0.01
Omega: 6.39
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.130
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -36.84%
3 Months
  -50.00%
YTD
  -77.78%
1 Year
  -82.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.080
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: 0.680 0.080
High (YTD): 2024-02-08 0.680
Low (YTD): 2024-06-13 0.080
52W High: 2023-06-22 0.700
52W Low: 2024-06-13 0.080
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   90.909
Avg. price 6M:   0.344
Avg. volume 6M:   123.371
Avg. price 1Y:   0.390
Avg. volume 1Y:   101.169
Volatility 1M:   327.28%
Volatility 6M:   220.45%
Volatility 1Y:   181.16%
Volatility 3Y:   -