OverviewChartNewsTraderScreen

DZ Bank Call 45 FRA 20.06.2025/  DE000DJ333S4  /

EUWAX
2024-09-04  5:06:09 PM Chg.0.000 Bid6:04:31 PM Ask6:04:31 PM Underlying Strike price Expiration date Option type
0.530EUR 0.00% 0.540
Bid Size: 21,000		 0.570
Ask Size: 21,000		 FRAPORT AG FFM.AIRPO... 45.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ333S
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.01
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 0.01
Time value: 0.54
Break-even: 50.50
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.60
Theta: -0.01
Omega: 4.91
Rho: 0.17
 

Quote data

Open: 0.510
High: 0.530
Low: 0.510
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.62%
1 Month
  -20.90%
3 Months
  -58.91%
YTD
  -65.81%
1 Year
  -62.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.530
1M High / 1M Low: 0.710 0.500
6M High / 6M Low: 1.380 0.500
High (YTD): 2024-01-09 1.720
Low (YTD): 2024-08-20 0.500
52W High: 2024-01-09 1.720
52W Low: 2024-08-20 0.500
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   0.910
Avg. volume 6M:   86.822
Avg. price 1Y:   1.148
Avg. volume 1Y:   43.750
Volatility 1M:   122.37%
Volatility 6M:   103.34%
Volatility 1Y:   95.23%
Volatility 3Y:   -