DZ Bank Call 85 AMD 20.12.2024/  DE000DJ0AQC7  /

EUWAX
2024-06-10  8:11:46 AM Chg.-0.09 Bid8:30:43 PM Ask8:30:43 PM Underlying Strike price Expiration date Option type
7.84EUR -1.13% 7.33
Bid Size: 20,000
-
Ask Size: -
Advanced Micro Devic... 85.00 USD 2024-12-20 Call
 

Master data

WKN: DJ0AQC
Issuer: DZ Bank AG
Currency: EUR
Underlying: Advanced Micro Devices Inc
Type: Warrant
Option type: Call
Strike price: 85.00 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: 1.94
Leverage: Yes

Calculated values

Fair value: 7.85
Intrinsic value: 7.69
Implied volatility: 0.67
Historic volatility: 0.41
Parity: 7.69
Time value: 0.33
Break-even: 159.06
Moneyness: 1.97
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.03
Omega: 1.85
Rho: 0.36
 

Quote data

Open: 7.84
High: 7.84
Low: 7.84
Previous Close: 7.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.04%
1 Month  
+15.98%
3 Months
  -35.58%
YTD  
+20.80%
1 Year  
+53.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.17 7.29
1M High / 1M Low: 8.31 6.44
6M High / 6M Low: 12.17 5.34
High (YTD): 2024-03-08 12.17
Low (YTD): 2024-01-03 5.34
52W High: 2024-03-08 12.17
52W Low: 2023-10-26 2.47
Avg. price 1W:   7.76
Avg. volume 1W:   0.00
Avg. price 1M:   7.56
Avg. volume 1M:   0.00
Avg. price 6M:   7.98
Avg. volume 6M:   0.00
Avg. price 1Y:   5.79
Avg. volume 1Y:   0.00
Volatility 1M:   80.34%
Volatility 6M:   92.80%
Volatility 1Y:   91.54%
Volatility 3Y:   -