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DZ Bank Call 77.1841 OEWA 20.12.2.../  DE000DJ39M72  /

Frankfurt Zert./DZB
2024-09-20  9:34:43 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.250EUR +19.05% 0.250
Bid Size: 5,000		 0.280
Ask Size: 5,000		 VERBUND AG INH... 77.1841 EUR 2024-12-20 Call
 

Master data

WKN: DJ39M7
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 77.18 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 30.39
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -0.51
Time value: 0.24
Break-even: 79.56
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 14.29%
Delta: 0.37
Theta: -0.02
Omega: 11.10
Rho: 0.06
 

Quote data

Open: 0.200
High: 0.250
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -53.70%
3 Months
  -63.77%
YTD
  -81.06%
1 Year
  -81.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 0.590 0.210
6M High / 6M Low: 0.790 0.170
High (YTD): 2024-01-11 1.480
Low (YTD): 2024-04-04 0.170
52W High: 2023-12-05 1.700
52W Low: 2024-04-04 0.170
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.769
Avg. volume 1Y:   0.000
Volatility 1M:   204.21%
Volatility 6M:   205.68%
Volatility 1Y:   188.23%
Volatility 3Y:   -