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DZ Bank Call 80 AMD 20.12.2024/  DE000DJ0AQB9  /

Frankfurt Zert./DZB
2024-06-10  1:08:37 PM Chg.-0.260 Bid1:09:42 PM Ask- Underlying Strike price Expiration date Option type
8.150EUR -3.09% 8.150
Bid Size: 6,000		 -
Ask Size: -		 Advanced Micro Devic... 80.00 USD 2024-12-20 Call
 

Master data

WKN: DJ0AQB
Issuer: DZ Bank AG
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.85
Leverage: Yes

Calculated values

Fair value: 8.30
Intrinsic value: 8.15
Implied volatility: 0.65
Historic volatility: 0.41
Parity: 8.15
Time value: 0.26
Break-even: 158.32
Moneyness: 2.10
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: -0.05
Spread %: -0.59%
Delta: 0.97
Theta: -0.02
Omega: 1.79
Rho: 0.35
 

Quote data

Open: 8.290
High: 8.290
Low: 8.120
Previous Close: 8.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+15.44%
3 Months
  -33.52%
YTD  
+18.80%
1 Year  
+49.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.410 7.620
1M High / 1M Low: 8.810 6.970
6M High / 6M Low: 12.420 5.750
High (YTD): 2024-03-07 12.420
Low (YTD): 2024-01-03 5.760
52W High: 2024-03-07 12.420
52W Low: 2023-10-26 2.760
Avg. price 1W:   8.048
Avg. volume 1W:   0.000
Avg. price 1M:   8.001
Avg. volume 1M:   0.000
Avg. price 6M:   8.379
Avg. volume 6M:   0.000
Avg. price 1Y:   6.135
Avg. volume 1Y:   0.000
Volatility 1M:   67.69%
Volatility 6M:   85.30%
Volatility 1Y:   89.64%
Volatility 3Y:   -