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DZ Bank Call 37.5 FPE3 20.12.2024/  DE000DJ39ZY5  /

EUWAX
2024-09-20  8:14:30 AM Chg.+0.020 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 FUCHS SE VZO NA O.N... 37.50 EUR 2024-12-20 Call
 

Master data

WKN: DJ39ZY
Issuer: DZ Bank AG
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 2024-12-20
Issue date: 2023-07-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.52
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.25
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.25
Time value: 0.13
Break-even: 41.30
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 8.57%
Delta: 0.72
Theta: -0.01
Omega: 7.59
Rho: 0.06
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month  
+13.33%
3 Months
  -53.42%
YTD
  -43.33%
1 Year
  -15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.320 0.210
6M High / 6M Low: 0.970 0.210
High (YTD): 2024-04-08 0.970
Low (YTD): 2024-08-29 0.210
52W High: 2024-04-08 0.970
52W Low: 2024-08-29 0.210
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.607
Avg. volume 6M:   0.000
Avg. price 1Y:   0.554
Avg. volume 1Y:   0.000
Volatility 1M:   161.61%
Volatility 6M:   134.97%
Volatility 1Y:   137.39%
Volatility 3Y:   -