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DZ Bank Call 45 DRW3 20.06.2025/  DE000DJ33W01  /

Frankfurt Zert./DZB
2024-12-20  9:42:32 PM Chg.-0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.350
Bid Size: 4,000		 0.410
Ask Size: 4,000		 DRAEGERWERK VZO O.N. 45.00 - 2025-06-20 Call
 

Master data

WKN: DJ33W0
Issuer: DZ Bank AG
Currency: EUR
Underlying: DRAEGERWERK VZO O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.16
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.08
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.08
Time value: 0.34
Break-even: 49.10
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.60
Theta: -0.01
Omega: 6.71
Rho: 0.12
 

Quote data

Open: 0.330
High: 0.390
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+29.63%
3 Months
  -20.45%
YTD
  -70.59%
1 Year
  -69.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.320
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 1.180 0.230
High (YTD): 2024-01-15 1.270
Low (YTD): 2024-11-19 0.230
52W High: 2024-01-15 1.270
52W Low: 2024-11-19 0.230
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.722
Avg. volume 1Y:   0.000
Volatility 1M:   201.26%
Volatility 6M:   156.33%
Volatility 1Y:   131.16%
Volatility 3Y:   -