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DZ Bank Call 38.0081 OMV 20.06.20.../  DE000DJ39BD0  /

EUWAX
2024-09-20  8:10:00 AM Chg.+0.020 Bid11:42:37 AM Ask11:42:37 AM Underlying Strike price Expiration date Option type
0.310EUR +6.90% 0.300
Bid Size: 50,000		 0.310
Ask Size: 50,000		 OMV AG 38.0081 EUR 2025-06-20 Call
 

Master data

WKN: DJ39BD
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 38.01 EUR
Maturity: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -0.09
Time value: 0.34
Break-even: 41.24
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.55
Theta: -0.01
Omega: 6.29
Rho: 0.13
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month
  -32.61%
3 Months
  -45.61%
YTD
  -35.42%
1 Year
  -70.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.500 0.260
6M High / 6M Low: 0.880 0.260
High (YTD): 2024-05-21 0.880
Low (YTD): 2024-09-17 0.260
52W High: 2023-09-20 1.060
52W Low: 2024-09-17 0.260
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   69.767
Avg. price 1Y:   0.579
Avg. volume 1Y:   35.156
Volatility 1M:   127.41%
Volatility 6M:   107.97%
Volatility 1Y:   103.28%
Volatility 3Y:   -