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DZ Bank Call 55 AZ2 20.12.2024/  DE000DJ4FL71  /

EUWAX
2024-09-23  8:08:25 AM Chg.-0.020 Bid7:26:58 PM Ask7:26:58 PM Underlying Strike price Expiration date Option type
0.910EUR -2.15% 0.920
Bid Size: 17,500		 0.970
Ask Size: 17,500		 ANDRITZ AG 55.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ4FL7
Issuer: DZ Bank AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.63
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.80
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 0.80
Time value: 0.15
Break-even: 64.50
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 6.74%
Delta: 0.83
Theta: -0.02
Omega: 5.49
Rho: 0.10
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.17%
1 Month  
+54.24%
3 Months  
+33.82%
YTD  
+59.65%
1 Year  
+213.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.710
1M High / 1M Low: 0.930 0.530
6M High / 6M Low: 0.930 0.280
High (YTD): 2024-09-20 0.930
Low (YTD): 2024-05-02 0.280
52W High: 2024-09-20 0.930
52W Low: 2023-10-27 0.090
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   0.510
Avg. volume 1Y:   0.000
Volatility 1M:   109.53%
Volatility 6M:   176.68%
Volatility 1Y:   189.85%
Volatility 3Y:   -