DZ Bank Call 17.5 AAG/D 19.12.202.../  DE000DJ8N706  /

Frankfurt Zert./DZB
2024-06-07  9:34:42 PM Chg.0.000 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.450EUR 0.00% 0.450
Bid Size: 2,500
0.540
Ask Size: 2,500
AUMANN AG INH O.N. 17.50 EUR 2025-12-19 Call
 

Master data

WKN: DJ8N70
Issuer: DZ Bank AG
Currency: EUR
Underlying: AUMANN AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 17.50 EUR
Maturity: 2025-12-19
Issue date: 2024-01-19
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.11
Implied volatility: 0.50
Historic volatility: 0.35
Parity: 0.11
Time value: 0.43
Break-even: 22.90
Moneyness: 1.06
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.09
Spread %: 20.00%
Delta: 0.69
Theta: 0.00
Omega: 2.39
Rho: 0.11
 

Quote data

Open: 0.450
High: 0.470
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.65%
1 Month  
+15.38%
3 Months  
+45.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.430
1M High / 1M Low: 0.450 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -