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DZ Bank Call 28 FRE 21.03.2025/  DE000DJ0S389  /

EUWAX
2024-08-02  8:12:28 AM Chg.-0.110 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.530EUR -17.19% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 28.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S38
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.77
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.38
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.38
Time value: 0.18
Break-even: 33.50
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.77
Theta: -0.01
Omega: 4.46
Rho: 0.12
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.64%
1 Month  
+70.97%
3 Months  
+51.43%
YTD  
+26.19%
1 Year  
+3.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.530
1M High / 1M Low: 0.640 0.310
6M High / 6M Low: 0.640 0.160
High (YTD): 2024-08-01 0.640
Low (YTD): 2024-04-04 0.160
52W High: 2023-09-20 0.650
52W Low: 2024-04-04 0.160
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.373
Avg. volume 1Y:   0.000
Volatility 1M:   141.50%
Volatility 6M:   132.67%
Volatility 1Y:   116.94%
Volatility 3Y:   -