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DZ Bank Call 36 DHL 21.03.2025/  DE000DJ0S2Z2  /

EUWAX
18/06/2024  08:16:07 Chg.+0.020 Bid09:11:36 Ask09:11:36 Underlying Strike price Expiration date Option type
0.460EUR +4.55% 0.470
Bid Size: 120,000		 0.480
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: 7.86
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.18
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.18
Time value: 0.31
Break-even: 40.80
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 9.09%
Delta: 0.67
Theta: -0.01
Omega: 5.28
Rho: 0.16
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -29.23%
3 Months
  -8.00%
YTD
  -54.90%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.440
1M High / 1M Low: 0.640 0.440
6M High / 6M Low: 1.110 0.410
High (YTD): 26/01/2024 1.040
Low (YTD): 19/04/2024 0.410
52W High: 27/07/2023 1.340
52W Low: 19/04/2024 0.410
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.692
Avg. volume 6M:   0.000
Avg. price 1Y:   0.794
Avg. volume 1Y:   0.000
Volatility 1M:   98.08%
Volatility 6M:   95.89%
Volatility 1Y:   88.35%
Volatility 3Y:   -