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DZ Bank Call 95 ADN1/D 20.09.2024/  DE000DJ878E8  /

EUWAX
2024-06-17  8:06:53 AM Chg.+0.070 Bid8:42:04 AM Ask8:42:04 AM Underlying Strike price Expiration date Option type
0.930EUR +8.14% 0.940
Bid Size: 1,750		 1.040
Ask Size: 1,750		 ADESSO SE INH O.N. 95.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ878E
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADESSO SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.13
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.18
Implied volatility: 0.47
Historic volatility: 0.37
Parity: 0.18
Time value: 0.88
Break-even: 105.60
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.39
Spread abs.: 0.12
Spread %: 12.77%
Delta: 0.59
Theta: -0.05
Omega: 5.43
Rho: 0.12
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.08%
1 Month
  -27.34%
3 Months
  -70.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 0.860
1M High / 1M Low: 1.380 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.114
Avg. volume 1W:   0.000
Avg. price 1M:   1.157
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -