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DZ Bank Call 80 NDA 20.12.2024/  DE000DJ5DJQ5  /

EUWAX
2024-09-26  2:05:09 PM Chg.+0.037 Bid2:49:21 PM Ask2:49:21 PM Underlying Strike price Expiration date Option type
0.054EUR +217.65% 0.055
Bid Size: 30,000		 0.075
Ask Size: 30,000		 AURUBIS AG 80.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ5DJQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-06
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 85.96
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.34
Parity: -1.73
Time value: 0.07
Break-even: 80.73
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 1.95
Spread abs.: 0.06
Spread %: 461.54%
Delta: 0.13
Theta: -0.02
Omega: 11.23
Rho: 0.02
 

Quote data

Open: 0.015
High: 0.054
Low: 0.015
Previous Close: 0.017
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.24%
1 Month
  -55.00%
3 Months
  -86.83%
YTD
  -89.41%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.017
1M High / 1M Low: 0.170 0.017
6M High / 6M Low: 0.600 0.017
High (YTD): 2024-05-20 0.600
Low (YTD): 2024-09-25 0.017
52W High: 2023-11-15 0.660
52W Low: 2024-09-25 0.017
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.329
Avg. volume 1Y:   0.000
Volatility 1M:   457.97%
Volatility 6M:   304.11%
Volatility 1Y:   235.27%
Volatility 3Y:   -