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DZ Bank Call 155 BMW 21.03.2025/  DE000DJ06D07  /

EUWAX
2024-05-03  8:08:25 AM Chg.-0.007 Bid9:20:17 AM Ask9:20:17 AM Underlying Strike price Expiration date Option type
0.020EUR -25.93% 0.028
Bid Size: 120,000		 0.048
Ask Size: 120,000		 BAY.MOTOREN WERKE AG... 155.00 - 2025-03-21 Call
 

Master data

WKN: DJ06D0
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 169.92
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -5.31
Time value: 0.06
Break-even: 155.60
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 200.00%
Delta: 0.06
Theta: -0.01
Omega: 10.74
Rho: 0.05
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.38%
1 Month
  -54.55%
3 Months
  -47.37%
YTD
  -55.56%
1 Year
  -89.47%
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.027
1M High / 1M Low: 0.110 0.027
6M High / 6M Low: 0.110 0.012
High (YTD): 2024-04-09 0.110
Low (YTD): 2024-01-25 0.012
52W High: 2023-06-15 0.400
52W Low: 2024-01-25 0.012
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.127
Avg. volume 1Y:   0.000
Volatility 1M:   351.33%
Volatility 6M:   317.92%
Volatility 1Y:   239.21%
Volatility 3Y:   -