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

EUWAX
2024-09-27  8:09:32 AM Chg.+0.03 Bid11:24:24 AM Ask11:24:24 AM Underlying Strike price Expiration date Option type
1.16EUR +2.65% 1.20
Bid Size: 50,000		 1.21
Ask Size: 50,000		 VERBUND AG INH... 67.2887 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.69
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 0.69
Time value: 0.50
Break-even: 79.06
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.59%
Delta: 0.73
Theta: -0.01
Omega: 4.63
Rho: 0.31
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.37%
1 Month
  -23.18%
3 Months
  -25.64%
YTD
  -45.54%
1 Year
  -38.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.16 0.98
1M High / 1M Low: 1.51 0.98
6M High / 6M Low: 1.62 0.67
High (YTD): 2024-01-10 2.35
Low (YTD): 2024-02-15 0.66
52W High: 2023-12-05 2.63
52W Low: 2024-02-15 0.66
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   1.52
Avg. volume 1Y:   0.00
Volatility 1M:   114.21%
Volatility 6M:   110.00%
Volatility 1Y:   107.54%
Volatility 3Y:   -