OverviewChartNewsTraderScreen

DZ Bank Call 45 FRA 20.06.2025/  DE000DJ333S4  /

EUWAX
11/11/2024  8:17:45 AM Chg.+0.010 Bid8:53:00 AM Ask8:53:00 AM Underlying Strike price Expiration date Option type
0.700EUR +1.45% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 45.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/14/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.39
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 0.39
Time value: 0.35
Break-even: 52.40
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 4.23%
Delta: 0.70
Theta: -0.01
Omega: 4.63
Rho: 0.16
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -5.41%
3 Months  
+22.81%
YTD
  -54.84%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.630
1M High / 1M Low: 0.870 0.630
6M High / 6M Low: 1.330 0.500
High (YTD): 1/9/2024 1.720
Low (YTD): 8/20/2024 0.500
52W High: 1/9/2024 1.720
52W Low: 8/20/2024 0.500
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   0.819
Avg. volume 6M:   29.231
Avg. price 1Y:   1.053
Avg. volume 1Y:   44.094
Volatility 1M:   107.82%
Volatility 6M:   111.46%
Volatility 1Y:   97.02%
Volatility 3Y:   -