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DZ Bank Call 57.5 FRA 20.06.2025/  DE000DJ2H7X7  /

EUWAX
11/11/2024  08:07:32 Chg.0.000 Bid08:50:22 Ask08:50:22 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 21,000		 0.150
Ask Size: 21,000		 FRAPORT AG FFM.AIRPO... 57.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ2H7X
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 57.50 EUR
Maturity: 20/06/2025
Issue date: 19/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.54
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -0.86
Time value: 0.16
Break-even: 59.10
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.28
Theta: -0.01
Omega: 8.55
Rho: 0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -33.33%
3 Months
  -20.00%
YTD
  -85.88%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: 0.610 0.110
High (YTD): 10/01/2024 1.020
Low (YTD): 07/11/2024 0.110
52W High: 10/01/2024 1.020
52W Low: 07/11/2024 0.110
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.458
Avg. volume 1Y:   3.937
Volatility 1M:   192.44%
Volatility 6M:   197.08%
Volatility 1Y:   166.65%
Volatility 3Y:   -