OverviewChartNewsTraderScreen

DZ Bank Call 37.5 FPE3 20.12.2024/  DE000DJ39ZY5  /

EUWAX
10/11/2024  8:16:50 AM Chg.-0.020 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.530EUR -3.64% -
Bid Size: -		 -
Ask Size: -		 FUCHS SE VZO NA O.N... 37.50 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.49
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 0.49
Time value: 0.12
Break-even: 43.60
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 10.91%
Delta: 0.79
Theta: -0.02
Omega: 5.50
Rho: 0.05
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.16%
1 Month  
+89.29%
3 Months
  -8.62%
YTD
  -11.67%
1 Year  
+55.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.620 0.260
6M High / 6M Low: 0.930 0.210
High (YTD): 4/8/2024 0.970
Low (YTD): 8/29/2024 0.210
52W High: 4/8/2024 0.970
52W Low: 8/29/2024 0.210
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   0.559
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   230.90%
Volatility 6M:   159.50%
Volatility 1Y:   142.51%
Volatility 3Y:   -