DZ Bank Call 42.7591 OMV 20.09.20.../  DE000DJ26XS9  /

Frankfurt Zert./DZB
2024-07-26  9:34:37 PM Chg.+0.005 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.028EUR +21.74% 0.029
Bid Size: 5,000
0.059
Ask Size: 5,000
OMV AG 42.7591 EUR 2024-09-20 Call
 

Master data

WKN: DJ26XS
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.76 EUR
Maturity: 2024-09-20
Issue date: 2023-10-13
Last trading day: 2024-09-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 69.29
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.41
Time value: 0.06
Break-even: 43.32
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.06
Spread abs.: 0.03
Spread %: 103.45%
Delta: 0.23
Theta: -0.01
Omega: 15.98
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.032
Low: 0.024
Previous Close: 0.023
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.13%
1 Month
  -72.00%
3 Months
  -80.00%
YTD
  -82.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.022
1M High / 1M Low: 0.150 0.022
6M High / 6M Low: 0.340 0.022
High (YTD): 2024-05-21 0.340
Low (YTD): 2024-07-24 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   331.98%
Volatility 6M:   252.62%
Volatility 1Y:   -
Volatility 3Y:   -