DZ Bank Call 36 SMHN 19.12.2025/  DE000DJ88A50  /

EUWAX
2024-05-09  8:06:16 AM Chg.+0.03 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.85EUR +1.65% -
Bid Size: -
-
Ask Size: -
SUESS MICROTEC SE NA... 36.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ88A5
Issuer: DZ Bank AG
Currency: EUR
Underlying: SUESS MICROTEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-06
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.40
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 1.33
Implied volatility: 0.55
Historic volatility: 0.55
Parity: 1.33
Time value: 0.73
Break-even: 56.50
Moneyness: 1.37
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.21
Spread %: 11.41%
Delta: 0.81
Theta: -0.01
Omega: 1.95
Rho: 0.32
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.12%
1 Month  
+72.90%
3 Months  
+105.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.82 1.53
1M High / 1M Low: 1.82 1.07
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -