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

EUWAX
2024-06-25  8:09:58 AM Chg.-0.100 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.600EUR -14.29% -
Bid Size: -
-
Ask Size: -
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: 12.08
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.19
Time value: 0.63
Break-even: 83.42
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.53
Theta: -0.02
Omega: 6.40
Rho: 0.16
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month
  -22.08%
3 Months  
+106.90%
YTD
  -53.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.590
1M High / 1M Low: 0.790 0.560
6M High / 6M Low: 1.480 0.180
High (YTD): 2024-01-10 1.480
Low (YTD): 2024-04-05 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   0.571
Avg. volume 6M:   16
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.82%
Volatility 6M:   226.37%
Volatility 1Y:   -
Volatility 3Y:   -