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DZ Bank Call 45 FRA 20.06.2025/  DE000DJ333S4  /

EUWAX
08/10/2024  15:05:34 Chg.-0.030 Bid15:23:57 Ask15:23:57 Underlying Strike price Expiration date Option type
0.710EUR -4.05% 0.710
Bid Size: 60,000		 0.720
Ask Size: 60,000		 FRAPORT AG FFM.AIRPO... 45.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 14/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.40
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.36
Implied volatility: 0.32
Historic volatility: 0.26
Parity: 0.36
Time value: 0.40
Break-even: 52.60
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.69
Theta: -0.01
Omega: 4.45
Rho: 0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.710
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.97%
1 Month  
+20.34%
3 Months
  -14.46%
YTD
  -54.19%
1 Year
  -40.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.690
1M High / 1M Low: 0.920 0.650
6M High / 6M Low: 1.330 0.500
High (YTD): 09/01/2024 1.720
Low (YTD): 20/08/2024 0.500
52W High: 09/01/2024 1.720
52W Low: 20/08/2024 0.500
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   60.769
Avg. price 1Y:   1.091
Avg. volume 1Y:   43.922
Volatility 1M:   128.58%
Volatility 6M:   110.78%
Volatility 1Y:   98.93%
Volatility 3Y:   -