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DZ Bank Call 30 AXA 21.03.2025/  DE000DJ0SYP5  /

EUWAX
2024-06-03  9:07:51 AM Chg.+0.010 Bid10:12:32 AM Ask10:12:32 AM Underlying Strike price Expiration date Option type
0.530EUR +1.92% 0.520
Bid Size: 100,000		 0.530
Ask Size: 100,000		 AXA S.A. INH. EO... 30.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SYP
Issuer: DZ Bank AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.01
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.31
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.31
Time value: 0.25
Break-even: 35.50
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 7.84%
Delta: 0.73
Theta: -0.01
Omega: 4.41
Rho: 0.15
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.64%
1 Month  
+32.50%
3 Months  
+32.50%
YTD  
+103.85%
1 Year  
+165.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.570 0.390
6M High / 6M Low: 0.580 0.220
High (YTD): 2024-04-04 0.580
Low (YTD): 2024-01-17 0.220
52W High: 2024-04-04 0.580
52W Low: 2023-07-10 0.110
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   107.68%
Volatility 6M:   94.28%
Volatility 1Y:   107.38%
Volatility 3Y:   -