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DZ Bank Call 75 NDA 20.12.2024/  DE000DJ1RYZ4  /

EUWAX
2024-09-24  6:09:14 PM Chg.-0.010 Bid9:51:36 PM Ask9:51:36 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% 0.080
Bid Size: 7,500		 0.110
Ask Size: 7,500		 AURUBIS AG 75.00 - 2024-12-20 Call
 

Master data

WKN: DJ1RYZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.50
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -1.20
Time value: 0.12
Break-even: 76.20
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.22
Spread abs.: 0.03
Spread %: 33.33%
Delta: 0.20
Theta: -0.02
Omega: 10.70
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.082
Low: 0.066
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -66.67%
3 Months
  -91.01%
YTD
  -92.08%
1 Year
  -90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.090
1M High / 1M Low: 0.370 0.090
6M High / 6M Low: 1.180 0.090
High (YTD): 2024-05-20 1.180
Low (YTD): 2024-09-23 0.090
52W High: 2023-11-17 1.550
52W Low: 2024-09-23 0.090
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   39.063
Avg. price 1Y:   0.692
Avg. volume 1Y:   19.608
Volatility 1M:   354.65%
Volatility 6M:   245.22%
Volatility 1Y:   196.31%
Volatility 3Y:   -