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DZ Bank Call 36 DHL 21.03.2025/  DE000DJ0S2Z2  /

EUWAX
2024-05-21  12:51:11 PM Chg.-0.040 Bid1:06:12 PM Ask1:06:12 PM Underlying Strike price Expiration date Option type
0.600EUR -6.25% 0.590
Bid Size: 120,000		 0.600
Ask Size: 120,000		 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: 0.620
High: 0.620
Low: 0.600
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+46.34%
3 Months
  -28.57%
YTD
  -41.18%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.580
1M High / 1M Low: 0.650 0.420
6M High / 6M Low: 1.170 0.410
High (YTD): 2024-01-26 1.040
Low (YTD): 2024-04-19 0.410
52W High: 2023-07-27 1.340
52W Low: 2024-04-19 0.410
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.761
Avg. volume 6M:   0.000
Avg. price 1Y:   0.831
Avg. volume 1Y:   0.000
Volatility 1M:   122.14%
Volatility 6M:   92.55%
Volatility 1Y:   85.54%
Volatility 3Y:   -