DZ Bank Call 10 GYC 21.06.2024/  DE000DJ4T4V2  /

EUWAX
2024-05-15  8:22:41 AM Chg.-0.08 Bid10:21:05 AM Ask10:21:05 AM Underlying Strike price Expiration date Option type
1.02EUR -7.27% 1.17
Bid Size: 12,500
1.25
Ask Size: 12,500
GRAND CITY PROPERT.E... 10.00 EUR 2024-06-21 Call
 

Master data

WKN: DJ4T4V
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRAND CITY PROPERT.EO-,10
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-06-21
Issue date: 2023-08-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.76
Implied volatility: 0.60
Historic volatility: 0.37
Parity: 0.76
Time value: 0.50
Break-even: 11.25
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.56
Spread abs.: 0.24
Spread %: 23.76%
Delta: 0.69
Theta: -0.01
Omega: 5.94
Rho: 0.01
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.56%
3 Months  
+264.29%
YTD
  -14.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 1.01
1M High / 1M Low: 1.13 0.47
6M High / 6M Low: 1.19 0.20
High (YTD): 2024-05-10 1.13
Low (YTD): 2024-03-05 0.20
52W High: - -
52W Low: - -
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   0.64
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.74%
Volatility 6M:   289.95%
Volatility 1Y:   -
Volatility 3Y:   -