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DZ Bank Call 220 IBM 17.01.2025/  DE000DJ7PF74  /

EUWAX
1/10/2025  8:26:56 AM Chg.+0.090 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.590EUR +18.00% -
Bid Size: -		 -
Ask Size: -		 International Busine... 220.00 USD 1/17/2025 Call
 

Master data

WKN: DJ7PF7
Issuer: DZ Bank AG
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 1/17/2025
Issue date: 12/15/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.40
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.31
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 0.31
Time value: 0.32
Break-even: 219.96
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 1.15
Spread abs.: 0.06
Spread %: 10.53%
Delta: 0.62
Theta: -0.32
Omega: 21.38
Rho: 0.02
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.21%
1 Month
  -49.57%
3 Months
  -70.35%
YTD
  -4.84%
1 Year  
+637.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.430
1M High / 1M Low: 1.490 0.430
6M High / 6M Low: 2.050 0.200
High (YTD): 1/8/2025 0.590
Low (YTD): 1/3/2025 0.430
52W High: 10/15/2024 2.050
52W Low: 1/10/2024 0.080
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.891
Avg. volume 1M:   0.000
Avg. price 6M:   0.773
Avg. volume 6M:   0.000
Avg. price 1Y:   0.583
Avg. volume 1Y:   0.000
Volatility 1M:   215.29%
Volatility 6M:   262.85%
Volatility 1Y:   318.94%
Volatility 3Y:   -