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

EUWAX
2024-06-07  8:11:45 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.720EUR -2.70% -
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: 11.25
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.15
Time value: 0.68
Break-even: 83.91
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 4.62%
Delta: 0.54
Theta: -0.02
Omega: 6.13
Rho: 0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+60.00%
3 Months  
+125.00%
YTD
  -44.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.720
1M High / 1M Low: 0.790 0.450
6M High / 6M Low: 1.500 0.180
High (YTD): 2024-01-10 1.480
Low (YTD): 2024-04-05 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   0.628
Avg. volume 6M:   16.129
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.99%
Volatility 6M:   224.16%
Volatility 1Y:   -
Volatility 3Y:   -