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DZ Bank Call 36 DHL 21.03.2025/  DE000DJ0S2Z2  /

Frankfurt Zert./DZB
03/06/2024  14:04:56 Chg.+0.020 Bid03/06/2024 Ask03/06/2024 Underlying Strike price Expiration date Option type
0.540EUR +3.85% 0.540
Bid Size: 120,000		 0.550
Ask Size: 120,000		 DEUTSCHE POST AG NA ... 36.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S2Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.27
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.27
Time value: 0.31
Break-even: 41.80
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 7.41%
Delta: 0.70
Theta: -0.01
Omega: 4.68
Rho: 0.17
 

Quote data

Open: 0.540
High: 0.570
Low: 0.540
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.89%
3 Months
  -28.95%
YTD
  -47.57%
1 Year
  -49.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.500
1M High / 1M Low: 0.660 0.490
6M High / 6M Low: 1.190 0.400
High (YTD): 26/01/2024 1.040
Low (YTD): 25/04/2024 0.400
52W High: 28/07/2023 1.330
52W Low: 25/04/2024 0.400
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   48.387
Avg. price 1Y:   0.812
Avg. volume 1Y:   23.622
Volatility 1M:   109.18%
Volatility 6M:   95.02%
Volatility 1Y:   87.08%
Volatility 3Y:   -