DZ Bank Call 32.5 BYW6 20.09.2024/  DE000DJ20R78  /

Frankfurt Zert./DZB
2024-06-05  12:04:37 PM Chg.0.000 Bid9:58:07 PM Ask2024-06-05 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAYWA AG VINK.NA. O.... 32.50 - 2024-09-20 Call
 

Master data

WKN: DJ20R7
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYWA AG VINK.NA. O.N.
Type: Warrant
Option type: Call
Strike price: 32.50 -
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-06-05
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.29
Parity: -1.22
Time value: 0.06
Break-even: 33.10
Moneyness: 0.63
Premium: 0.63
Premium p.a.: 5.24
Spread abs.: 0.06
Spread %: 5,900.00%
Delta: 0.17
Theta: -0.01
Omega: 5.65
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -97.56%
YTD
  -99.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.260 0.001
High (YTD): 2024-01-10 0.260
Low (YTD): 2024-06-05 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   544.84%
Volatility 1Y:   -
Volatility 3Y:   -