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DZ Bank Call 47.5101 OMV 20.06.20.../  DE000DJ4BS86  /

EUWAX
2024-08-01  8:25:04 AM Chg.+0.010 Bid10:07:55 AM Ask10:07:55 AM Underlying Strike price Expiration date Option type
0.100EUR +11.11% 0.090
Bid Size: 50,000		 0.100
Ask Size: 50,000		 OMV AG 47.5101 EUR 2025-06-20 Call
 

Master data

WKN: DJ4BS8
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 47.51 EUR
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 31.32
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -0.93
Time value: 0.13
Break-even: 48.75
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 30.00%
Delta: 0.26
Theta: -0.01
Omega: 8.12
Rho: 0.08
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -47.37%
3 Months
  -44.44%
YTD
  -47.37%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.330 0.090
High (YTD): 2024-05-14 0.330
Low (YTD): 2024-07-31 0.090
52W High: 2023-09-20 0.510
52W Low: 2024-07-31 0.090
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   521.739
Avg. price 6M:   0.184
Avg. volume 6M:   94.488
Avg. price 1Y:   0.240
Avg. volume 1Y:   66.406
Volatility 1M:   161.92%
Volatility 6M:   160.44%
Volatility 1Y:   143.91%
Volatility 3Y:   -