OverviewChartNewsTraderScreen

DZ Bank Call 115 P911 20.06.2025/  DE000DJ4BTE7  /

EUWAX
2024-08-29  8:24:23 AM Chg.+0.001 Bid11:37:40 AM Ask11:37:40 AM Underlying Strike price Expiration date Option type
0.065EUR +1.56% 0.070
Bid Size: 70,000		 0.080
Ask Size: 70,000		 PORSCHE AG VZ 115.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4BTE
Issuer: DZ Bank AG
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 92.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -4.53
Time value: 0.08
Break-even: 115.75
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 0.87
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.09
Theta: -0.01
Omega: 7.93
Rho: 0.04
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.72%
1 Month
  -25.29%
3 Months
  -50.00%
YTD
  -72.92%
1 Year
  -94.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.064
1M High / 1M Low: 0.090 0.048
6M High / 6M Low: 0.610 0.048
High (YTD): 2024-04-12 0.610
Low (YTD): 2024-08-14 0.048
52W High: 2023-08-29 1.290
52W Low: 2024-08-14 0.048
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.357
Avg. volume 1Y:   0.000
Volatility 1M:   161.23%
Volatility 6M:   234.02%
Volatility 1Y:   187.24%
Volatility 3Y:   -