DZ Bank Call 126 1YD 16.01.2026/  DE000DJ80UB8  /

EUWAX
12/17/2024  9:47:10 AM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
12.39EUR - -
Bid Size: -
-
Ask Size: -
BROADCOM INC. DL... 126.00 - 1/16/2026 Call
 

Master data

WKN: DJ80UB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 126.00 -
Maturity: 1/16/2026
Issue date: 1/30/2024
Last trading day: 12/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.20
Leverage: Yes

Calculated values

Fair value: 10.54
Intrinsic value: 9.67
Implied volatility: 0.33
Historic volatility: 0.51
Parity: 9.67
Time value: 0.44
Break-even: 227.10
Moneyness: 1.77
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.15
Rho: 1.18
 

Quote data

Open: 12.46
High: 12.46
Low: 12.39
Previous Close: 11.43
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+104.46%
3 Months  
+89.45%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 12.39 5.55
6M High / 6M Low: 12.39 3.15
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   8.37
Avg. volume 1M:   0.00
Avg. price 6M:   5.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   536.37%
Volatility 6M:   170.71%
Volatility 1Y:   -
Volatility 3Y:   -