DZ Bank Call 24 AAG 21.06.2024/  DE000DJ03EF5  /

EUWAX
2024-05-21  12:45:44 PM Chg.+0.004 Bid5:36:04 PM Ask5:36:04 PM Underlying Strike price Expiration date Option type
0.005EUR +400.00% 0.001
Bid Size: 8,750
0.130
Ask Size: 8,750
AUMANN AG INH O.N. 24.00 - 2024-06-21 Call
 

Master data

WKN: DJ03EF
Issuer: DZ Bank AG
Currency: EUR
Underlying: AUMANN AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-21
Issue date: 2023-04-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.71
Historic volatility: 0.35
Parity: -0.68
Time value: 0.15
Break-even: 25.50
Moneyness: 0.72
Premium: 0.48
Premium p.a.: 0.00
Spread abs.: 0.15
Spread %: 14,900.00%
Delta: 0.34
Theta: -0.05
Omega: 3.87
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.005
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month  
+400.00%
3 Months
  -68.75%
YTD
  -91.67%
1 Year
  -93.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.060 0.001
High (YTD): 2024-01-02 0.050
Low (YTD): 2024-05-20 0.001
52W High: 2023-05-25 0.070
52W Low: 2024-05-20 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   0.021
Avg. volume 1Y:   0.000
Volatility 1M:   3,215.39%
Volatility 6M:   4,682.85%
Volatility 1Y:   3,540.42%
Volatility 3Y:   -