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DZ Bank Call 245 ADS 20.09.2024/  DE000DJ03D91  /

EUWAX
2024-05-31  8:10:17 AM Chg.+0.210 Bid9:44:31 AM Ask9:44:31 AM Underlying Strike price Expiration date Option type
0.990EUR +26.92% 0.940
Bid Size: 50,000		 0.950
Ask Size: 50,000		 ADIDAS AG NA O.N. 245.00 - 2024-09-20 Call
 

Master data

WKN: DJ03D9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 2024-09-20
Issue date: 2023-04-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.84
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.29
Parity: -1.35
Time value: 1.06
Break-even: 255.60
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.08
Spread %: 8.16%
Delta: 0.42
Theta: -0.07
Omega: 9.22
Rho: 0.27
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.31%
1 Month
  -28.26%
3 Months  
+167.57%
YTD  
+120.00%
1 Year  
+167.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.610
1M High / 1M Low: 1.380 0.610
6M High / 6M Low: 1.380 0.170
High (YTD): 2024-04-30 1.380
Low (YTD): 2024-01-18 0.170
52W High: 2024-04-30 1.380
52W Low: 2024-01-18 0.170
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   0.541
Avg. volume 6M:   0.000
Avg. price 1Y:   0.544
Avg. volume 1Y:   0.000
Volatility 1M:   184.72%
Volatility 6M:   235.75%
Volatility 1Y:   212.46%
Volatility 3Y:   -