DZ Bank Call 36 DHL 21.03.2025/  DE000DJ0S2Z2  /

EUWAX
6/14/2024  8:16:17 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.520EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE POST AG NA ... 36.00 - 3/21/2025 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: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.26
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.26
Time value: 0.29
Break-even: 41.50
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 7.84%
Delta: 0.71
Theta: -0.01
Omega: 4.96
Rho: 0.17
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.86%
1 Month
  -10.34%
3 Months  
+10.64%
YTD
  -49.02%
1 Year
  -52.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.650 0.490
6M High / 6M Low: 1.160 0.410
High (YTD): 1/26/2024 1.040
Low (YTD): 4/19/2024 0.410
52W High: 7/27/2023 1.340
52W Low: 4/19/2024 0.410
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   0.000
Avg. price 1Y:   0.800
Avg. volume 1Y:   0.000
Volatility 1M:   85.96%
Volatility 6M:   94.57%
Volatility 1Y:   87.02%
Volatility 3Y:   -