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DZ Bank Call 70 KBX 20.06.2025/  DE000DJ39356  /

EUWAX
2024-11-06  8:14:23 AM Chg.+0.040 Bid5:51:30 PM Ask5:51:30 PM Underlying Strike price Expiration date Option type
0.830EUR +5.06% 0.740
Bid Size: 26,250		 0.770
Ask Size: 26,250		 KNORR-BREMSE AG INH... 70.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3935
Issuer: DZ Bank AG
Currency: EUR
Underlying: KNORR-BREMSE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.81
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.32
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.32
Time value: 0.52
Break-even: 78.30
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 3.75%
Delta: 0.66
Theta: -0.02
Omega: 5.81
Rho: 0.25
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.42%
1 Month
  -40.71%
3 Months  
+23.88%
YTD  
+40.68%
1 Year  
+107.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 0.790
1M High / 1M Low: 1.490 0.790
6M High / 6M Low: 1.490 0.590
High (YTD): 2024-10-18 1.490
Low (YTD): 2024-02-14 0.280
52W High: 2024-10-18 1.490
52W Low: 2024-02-14 0.280
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   1.281
Avg. volume 1M:   0.000
Avg. price 6M:   1.040
Avg. volume 6M:   0.000
Avg. price 1Y:   0.811
Avg. volume 1Y:   1.563
Volatility 1M:   115.26%
Volatility 6M:   124.17%
Volatility 1Y:   130.50%
Volatility 3Y:   -