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DZ Bank Call 30 GFT 20.12.2024/  DE000DJ1R0M4  /

EUWAX
6/20/2024  8:06:31 AM Chg.+0.010 Bid8:33:43 AM Ask8:33:43 AM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 17,500		 0.130
Ask Size: 17,500		 GFT TECHNOLOGIES SE 30.00 - 12/20/2024 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: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.86
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.35
Parity: -0.36
Time value: 0.14
Break-even: 31.40
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.37
Theta: -0.01
Omega: 6.92
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month
  -31.25%
3 Months
  -52.17%
YTD
  -79.63%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: 0.680 0.080
High (YTD): 2/8/2024 0.680
Low (YTD): 6/13/2024 0.080
52W High: 6/22/2023 0.700
52W Low: 6/13/2024 0.080
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   86.957
Avg. price 6M:   0.336
Avg. volume 6M:   122.384
Avg. price 1Y:   0.385
Avg. volume 1Y:   100.773
Volatility 1M:   319.41%
Volatility 6M:   215.91%
Volatility 1Y:   181.12%
Volatility 3Y:   -