DZ Bank Call 40 IXD1 20.12.2024/  DE000DJ58935  /

EUWAX
6/14/2024  9:18:47 AM Chg.-0.050 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.790EUR -5.95% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 40.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ5893
Issuer: DZ Bank AG
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/20/2024
Issue date: 11/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.75
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.60
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.60
Time value: 0.20
Break-even: 48.00
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.79
Theta: -0.01
Omega: 4.57
Rho: 0.15
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.40%
3 Months  
+12.86%
YTD  
+119.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.710
1M High / 1M Low: 0.840 0.540
6M High / 6M Low: 0.840 0.250
High (YTD): 6/13/2024 0.840
Low (YTD): 1/9/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   0.667
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.46%
Volatility 6M:   127.12%
Volatility 1Y:   -
Volatility 3Y:   -