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DZ Bank Call 28 VNA 21.03.2025/  DE000DJ06NJ1  /

EUWAX
30/05/2024  08:08:21 Chg.-0.030 Bid10:51:23 Ask10:51:23 Underlying Strike price Expiration date Option type
0.350EUR -7.89% 0.380
Bid Size: 90,000		 0.390
Ask Size: 90,000		 VONOVIA SE NA O.N. 28.00 - 21/03/2025 Call
 

Master data

WKN: DJ06NJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 21/03/2025
Issue date: 19/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.98
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.37
Parity: -0.01
Time value: 0.40
Break-even: 32.00
Moneyness: 1.00
Premium: 0.15
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 11.11%
Delta: 0.60
Theta: -0.01
Omega: 4.17
Rho: 0.10
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+25.00%
3 Months  
+20.69%
YTD
  -33.96%
1 Year  
+337.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.490 0.280
6M High / 6M Low: 0.530 0.180
High (YTD): 02/02/2024 0.510
Low (YTD): 19/04/2024 0.180
52W High: 29/12/2023 0.530
52W Low: 26/06/2023 0.070
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.361
Avg. volume 6M:   0.000
Avg. price 1Y:   0.270
Avg. volume 1Y:   0.000
Volatility 1M:   152.99%
Volatility 6M:   142.37%
Volatility 1Y:   150.31%
Volatility 3Y:   -