DZ Bank Call 50 BAYN 21.03.2025/  DE000DJ0SY26  /

EUWAX
2024-06-14  8:16:23 AM Chg.-0.002 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.013EUR -13.33% -
Bid Size: -
-
Ask Size: -
BAYER AG NA O.N. 50.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SY2
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 79.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.30
Parity: -2.29
Time value: 0.03
Break-even: 50.34
Moneyness: 0.54
Premium: 0.86
Premium p.a.: 1.25
Spread abs.: 0.02
Spread %: 142.86%
Delta: 0.08
Theta: 0.00
Omega: 6.72
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -51.85%
3 Months
  -35.00%
YTD
  -83.75%
1 Year
  -98.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.012
1M High / 1M Low: 0.027 0.009
6M High / 6M Low: 0.110 0.009
High (YTD): 2024-01-04 0.110
Low (YTD): 2024-05-30 0.009
52W High: 2023-07-31 0.940
52W Low: 2024-05-30 0.009
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   0.293
Avg. volume 1Y:   90.196
Volatility 1M:   367.09%
Volatility 6M:   268.99%
Volatility 1Y:   209.09%
Volatility 3Y:   -