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DZ Bank Call 42.7591 OMV 20.06.20.../  DE000DJ39BE8  /

EUWAX
2024-09-10  8:11:03 AM Chg.-0.010 Bid4:28:22 PM Ask4:28:22 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.120
Bid Size: 50,000		 0.130
Ask Size: 50,000		 OMV AG 42.7591 EUR 2025-06-20 Call
 

Master data

WKN: DJ39BE
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.76 EUR
Maturity: 2025-06-20
Issue date: 2023-07-19
Last trading day: 2025-06-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 22.03
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -0.53
Time value: 0.18
Break-even: 44.47
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.36
Theta: -0.01
Omega: 7.87
Rho: 0.09
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.13%
1 Month
  -26.32%
3 Months
  -66.67%
YTD
  -53.33%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: 0.560 0.140
High (YTD): 2024-05-21 0.560
Low (YTD): 2024-08-05 0.140
52W High: 2023-09-20 0.760
52W Low: 2024-08-05 0.140
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   179.57%
Volatility 6M:   145.45%
Volatility 1Y:   129.78%
Volatility 3Y:   -