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DZ Bank Call 42.7591 OMV 20.06.20.../  DE000DJ39BE8  /

Frankfurt Zert./DZB
8/2/2024  9:34:53 PM Chg.-0.020 Bid9:45:07 PM Ask9:45:07 PM Underlying Strike price Expiration date Option type
0.190EUR -9.52% 0.190
Bid Size: 12,500		 0.220
Ask Size: 12,500		 OMV AG 42.7591 EUR 6/20/2025 Call
 

Master data

WKN: DJ39BE
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.76 EUR
Maturity: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 16.92
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -0.44
Time value: 0.24
Break-even: 45.04
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 14.29%
Delta: 0.42
Theta: -0.01
Omega: 7.06
Rho: 0.12
 

Quote data

Open: 0.210
High: 0.230
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -51.28%
3 Months
  -44.12%
YTD
  -38.71%
1 Year
  -54.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 0.560 0.200
High (YTD): 5/21/2024 0.560
Low (YTD): 7/30/2024 0.200
52W High: 9/19/2023 0.740
52W Low: 7/30/2024 0.200
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   0.395
Avg. volume 1Y:   0.000
Volatility 1M:   134.45%
Volatility 6M:   118.60%
Volatility 1Y:   114.18%
Volatility 3Y:   -