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DZ Bank Call 67.2887 OEWA 20.06.2.../  DE000DJ39ND5  /

Frankfurt Zert./DZB
20/09/2024  21:34:43 Chg.+0.060 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
1.050EUR +6.06% 1.040
Bid Size: 5,000		 1.070
Ask Size: 5,000		 VERBUND AG INH... 67.2887 EUR 20/06/2025 Call
 

Master data

WKN: DJ39ND
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 67.29 EUR
Maturity: 20/06/2025
Issue date: 19/07/2023
Last trading day: 19/06/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.53
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 0.53
Time value: 0.54
Break-even: 77.87
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 2.88%
Delta: 0.71
Theta: -0.01
Omega: 4.84
Rho: 0.30
 

Quote data

Open: 0.980
High: 1.050
Low: 0.960
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.63%
1 Month
  -26.57%
3 Months
  -31.37%
YTD
  -51.39%
1 Year
  -50.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.990
1M High / 1M Low: 1.510 0.990
6M High / 6M Low: 1.640 0.650
High (YTD): 10/01/2024 2.350
Low (YTD): 04/04/2024 0.650
52W High: 05/12/2023 2.570
52W Low: 04/04/2024 0.650
Avg. price 1W:   1.102
Avg. volume 1W:   0.000
Avg. price 1M:   1.315
Avg. volume 1M:   0.000
Avg. price 6M:   1.288
Avg. volume 6M:   0.000
Avg. price 1Y:   1.531
Avg. volume 1Y:   0.000
Volatility 1M:   94.43%
Volatility 6M:   110.57%
Volatility 1Y:   105.10%
Volatility 3Y:   -