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DZ Bank Call 29 FRE 20.12.2024/  DE000DJ39ZQ1  /

Frankfurt Zert./DZB
15/11/2024  14:04:44 Chg.+0.010 Bid15/11/2024 Ask15/11/2024 Underlying Strike price Expiration date Option type
0.440EUR +2.33% 0.440
Bid Size: 150,000		 0.460
Ask Size: 150,000		 FRESENIUS SE+CO.KGAA... 29.00 - 20/12/2024 Call
 

Master data

WKN: DJ39ZQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 29.00 -
Maturity: 20/12/2024
Issue date: 20/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.38
Implied volatility: 0.56
Historic volatility: 0.21
Parity: 0.38
Time value: 0.08
Break-even: 33.60
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.79
Theta: -0.03
Omega: 5.62
Rho: 0.02
 

Quote data

Open: 0.420
High: 0.440
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -15.38%
3 Months  
+15.79%
YTD  
+33.33%
1 Year  
+57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: 0.640 0.170
High (YTD): 06/11/2024 0.640
Low (YTD): 03/04/2024 0.090
52W High: 06/11/2024 0.640
52W Low: 03/04/2024 0.090
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.517
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   155.36%
Volatility 6M:   135.84%
Volatility 1Y:   141.00%
Volatility 3Y:   -