DZ Bank Call 42.7591 OMV 20.06.2025
/ DE000DJ39BE8
DZ Bank Call 42.7591 OMV 20.06.20.../ DE000DJ39BE8 /
| 6/24/2024 7:34:28 PM |
Chg.+0.030 |
Bid7:48:05 PM |
Ask7:48:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.330
Bid Size: 17,500 |
0.350
Ask Size: 17,500 |
OMV AG |
42.7591 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ39BE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.76 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.37 |
| Time value: |
0.34 |
| Break-even: |
45.99 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
5.75 |
| Rho: |
0.15 |
Quote data
| Open: |
0.310 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
+9.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.310 |
| 1M High / 1M Low: |
0.500 |
0.310 |
| 6M High / 6M Low: |
0.560 |
0.230 |
| High (YTD): |
5/21/2024 |
0.560 |
| Low (YTD): |
3/7/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.68% |
| Volatility 6M: |
|
116.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
