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DZ Bank Call 60 SBS 20.12.2024/  DE000DJ00BH3  /

EUWAX
2024-06-13  6:10:02 PM Chg.-0.020 Bid7:07:07 PM Ask7:07:07 PM Underlying Strike price Expiration date Option type
0.050EUR -28.57% 0.060
Bid Size: 7,000		 0.180
Ask Size: 7,000		 STRATEC SE NA O.N. 60.00 - 2024-12-20 Call
 

Master data

WKN: DJ00BH
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-04-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.15
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.36
Parity: -1.17
Time value: 0.20
Break-even: 62.00
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.62
Spread abs.: 0.15
Spread %: 300.00%
Delta: 0.28
Theta: -0.01
Omega: 6.74
Rho: 0.06
 

Quote data

Open: 0.060
High: 0.100
Low: 0.050
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+4900.00%
3 Months     0.00%
YTD
  -72.22%
1 Year
  -97.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.040
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.180 0.001
High (YTD): 2024-01-02 0.120
Low (YTD): 2024-05-21 0.001
52W High: 2023-06-16 1.910
52W Low: 2024-05-21 0.001
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   9,758.90%
Volatility 6M:   5,682.39%
Volatility 1Y:   4,028.77%
Volatility 3Y:   -