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DZ Bank Call 29 FRE 20.12.2024/  DE000DJ39ZQ1  /

EUWAX
15/11/2024  08:17:20 Chg.-0.010 Bid17:50:09 Ask17:50:09 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.480
Bid Size: 45,000		 0.500
Ask Size: 45,000		 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: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -20.75%
3 Months  
+7.69%
YTD  
+27.27%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.430
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: 0.640 0.170
High (YTD): 07/11/2024 0.640
Low (YTD): 04/04/2024 0.090
52W High: 07/11/2024 0.640
52W Low: 04/04/2024 0.090
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.315
Avg. volume 1Y:   0.000
Volatility 1M:   132.20%
Volatility 6M:   136.40%
Volatility 1Y:   145.87%
Volatility 3Y:   -