DZ Bank Call 72 OEWA 20.12.2024/  DE000DJ39M31  /

EUWAX
2024-04-29  8:10:44 AM Chg.- Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.580EUR - -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 72.00 - 2024-12-20 Call
 

Master data

WKN: DJ39M3
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 72.00 -
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-04-29
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.34
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.45
Implied volatility: 0.08
Historic volatility: 0.27
Parity: 0.45
Time value: 0.17
Break-even: 78.20
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 11.46
Rho: 0.37
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.610
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+61.11%
YTD
  -65.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.610 0.580
6M High / 6M Low: 2.150 0.340
High (YTD): 2024-01-10 1.870
Low (YTD): 2024-04-05 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   1.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.28%
Volatility 6M:   180.82%
Volatility 1Y:   -
Volatility 3Y:   -