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DZ Bank Call 30 FRE 21.03.2025/  DE000DJ0S397  /

EUWAX
2024-08-02  8:12:28 AM Chg.-0.100 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.380EUR -20.83% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 30.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S39
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.94
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.18
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.18
Time value: 0.23
Break-even: 34.00
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.68
Theta: -0.01
Omega: 5.43
Rho: 0.11
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+80.95%
3 Months  
+46.15%
YTD  
+18.75%
1 Year
  -9.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.380
1M High / 1M Low: 0.480 0.210
6M High / 6M Low: 0.480 0.110
High (YTD): 2024-08-01 0.480
Low (YTD): 2024-04-04 0.110
52W High: 2023-09-21 0.530
52W Low: 2024-04-04 0.110
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   178.261
Avg. price 6M:   0.221
Avg. volume 6M:   32.283
Avg. price 1Y:   0.283
Avg. volume 1Y:   16.016
Volatility 1M:   168.92%
Volatility 6M:   155.92%
Volatility 1Y:   132.88%
Volatility 3Y:   -