DZ Bank Call 32.5 BYW6 20.12.2024/  DE000DJ4YNW4  /

Frankfurt Zert./DZB
2024-05-29  9:04:55 AM Chg.+0.008 Bid9:21:12 AM Ask9:21:12 AM Underlying Strike price Expiration date Option type
0.016EUR +100.00% 0.015
Bid Size: 25,000
0.060
Ask Size: 25,000
BAYWA AG VINK.NA. O.... 32.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ4YNW
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYWA AG VINK.NA. O.N.
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 2024-12-20
Issue date: 2023-08-18
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -0.97
Time value: 0.06
Break-even: 33.10
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.94
Spread abs.: 0.05
Spread %: 757.14%
Delta: 0.18
Theta: 0.00
Omega: 6.81
Rho: 0.02
 

Quote data

Open: 0.009
High: 0.016
Low: 0.009
Previous Close: 0.008
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month
  -5.88%
3 Months
  -87.69%
YTD
  -94.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: 0.027 0.008
6M High / 6M Low: 0.310 0.008
High (YTD): 2024-01-10 0.310
Low (YTD): 2024-05-28 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   307.33%
Volatility 6M:   340.41%
Volatility 1Y:   -
Volatility 3Y:   -