DZ Bank Call 12 GYC 20.12.2024/  DE000DJ78VU0  /

EUWAX
2024-05-29  8:12:38 AM Chg.+0.010 Bid1:27:55 PM Ask1:27:55 PM Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.430
Bid Size: 25,000
0.460
Ask Size: 25,000
GRAND CITY PROPERT.E... 12.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ78VU
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRAND CITY PROPERT.EO-,10
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 21.06
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.37
Parity: -0.63
Time value: 0.54
Break-even: 12.54
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 20.00%
Delta: 0.45
Theta: 0.00
Omega: 9.41
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month  
+84.00%
3 Months  
+475.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.430
1M High / 1M Low: 0.530 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -