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DZ Bank Call 36 DHL 21.03.2025/  DE000DJ0S2Z2  /

Frankfurt Zert./DZB
2024-05-21  9:35:05 PM Chg.-0.090 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.550EUR -14.06% 0.550
Bid Size: 12,000		 0.630
Ask Size: 12,000		 DEUTSCHE POST AG NA ... 36.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S2Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE POST AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.86
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.39
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 0.39
Time value: 0.29
Break-even: 42.80
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.74
Theta: -0.01
Omega: 4.36
Rho: 0.19
 

Quote data

Open: 0.610
High: 0.630
Low: 0.550
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.29%
1 Month  
+27.91%
3 Months
  -33.73%
YTD
  -46.60%
1 Year
  -45.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.620
1M High / 1M Low: 0.660 0.400
6M High / 6M Low: 1.190 0.400
High (YTD): 2024-01-26 1.040
Low (YTD): 2024-04-25 0.400
52W High: 2023-07-28 1.330
52W Low: 2024-04-25 0.400
Avg. price 1W:   0.640
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.757
Avg. volume 6M:   48.387
Avg. price 1Y:   0.829
Avg. volume 1Y:   23.529
Volatility 1M:   107.25%
Volatility 6M:   91.98%
Volatility 1Y:   85.18%
Volatility 3Y:   -