DZ Bank Call 90 SY1 20.06.2025/  DE000DJ37WZ3  /

EUWAX
2024-10-31  6:09:45 PM Chg.-0.09 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.37EUR -3.66% -
Bid Size: -
-
Ask Size: -
SYMRISE AG INH. O.N. 90.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ37WZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.16
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 2.16
Time value: 0.30
Break-even: 114.50
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.90
Theta: -0.02
Omega: 4.09
Rho: 0.48
 

Quote data

Open: 2.41
High: 2.41
Low: 2.29
Previous Close: 2.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.20%
1 Month
  -35.77%
3 Months
  -24.04%
YTD  
+24.74%
1 Year  
+26.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.74 2.46
1M High / 1M Low: 3.69 2.46
6M High / 6M Low: 3.69 1.77
High (YTD): 2024-09-30 3.69
Low (YTD): 2024-01-23 1.39
52W High: 2024-09-30 3.69
52W Low: 2024-01-23 1.39
Avg. price 1W:   2.59
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   2.83
Avg. volume 6M:   17.56
Avg. price 1Y:   2.42
Avg. volume 1Y:   25
Volatility 1M:   63.12%
Volatility 6M:   59.81%
Volatility 1Y:   70.52%
Volatility 3Y:   -