DZ Bank Call 30 BYW6 20.09.2024/  DE000DJ20R60  /

Frankfurt Zert./DZB
2024-05-21  5:04:57 PM Chg.+0.004 Bid5:36:55 PM Ask5:36:55 PM Underlying Strike price Expiration date Option type
0.006EUR +200.00% 0.001
Bid Size: 8,750
0.060
Ask Size: 8,750
BAYWA AG VINK.NA. O.... 30.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20R6
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYWA AG VINK.NA. O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -0.74
Time value: 0.06
Break-even: 30.60
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 1.46
Spread abs.: 0.06
Spread %: 5,900.00%
Delta: 0.20
Theta: -0.01
Omega: 7.47
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.008
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+100.00%
3 Months
  -96.67%
YTD
  -98.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: 0.021 0.002
6M High / 6M Low: 0.410 0.002
High (YTD): 2024-01-10 0.410
Low (YTD): 2024-05-20 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.173
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   824.76%
Volatility 6M:   739.43%
Volatility 1Y:   -
Volatility 3Y:   -