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DZ Bank Call 75.205 OEWA 21.06.20.../  DE000DJ39MN6  /

Frankfurt Zert./DZB
2024-05-24  10:35:00 AM Chg.-0.070 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.260EUR -21.21% 0.270
Bid Size: 50,000		 0.280
Ask Size: 50,000		 VERBUND AG INH... 75.205 EUR 2024-06-21 Call
 

Master data

WKN: DJ39MN
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 75.21 EUR
Maturity: 2024-06-21
Issue date: 2023-07-19
Last trading day: 2024-06-20
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 21.47
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.13
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 0.13
Time value: 0.23
Break-even: 78.77
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 9.09%
Delta: 0.60
Theta: -0.05
Omega: 12.91
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.320
Low: 0.260
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+188.89%
3 Months  
+420.00%
YTD
  -77.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.160
1M High / 1M Low: 0.330 0.080
6M High / 6M Low: 1.590 0.001
High (YTD): 2024-01-10 1.340
Low (YTD): 2024-04-04 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   476.04%
Volatility 6M:   2,449.26%
Volatility 1Y:   -
Volatility 3Y:   -