DZ Bank Call 47.5101 OMV 20.06.2025
/ DE000DJ4BS86
DZ Bank Call 47.5101 OMV 20.06.20.../ DE000DJ4BS86 /
| 2024-06-24 8:24:43 AM |
Chg.-0.010 |
Bid9:35:04 AM |
Ask9:35:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.160
Bid Size: 50,000 |
0.170
Ask Size: 50,000 |
OMV AG |
47.5101 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4BS8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.51 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
9.51:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
-0.87 |
| Time value: |
0.18 |
| Break-even: |
49.22 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
7.07 |
| Rho: |
0.10 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.150 |
| 6M High / 6M Low: |
0.330 |
0.120 |
| High (YTD): |
2024-05-14 |
0.330 |
| Low (YTD): |
2024-03-11 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
40.323 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.45% |
| Volatility 6M: |
|
153.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
