DZ Bank Call 70 SIX2 20.06.2025/  DE000DJ2F2M3  /

EUWAX
2024-11-14  6:09:07 PM Chg.+0.150 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.670EUR +28.85% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 70.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ2F2M
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-06-20
Issue date: 2023-09-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 12.39
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.07
Implied volatility: 0.22
Historic volatility: 0.32
Parity: 0.07
Time value: 0.51
Break-even: 75.70
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 11.76%
Delta: 0.60
Theta: -0.01
Omega: 7.41
Rho: 0.22
 

Quote data

Open: 0.510
High: 0.690
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.52%
1 Month  
+19.64%
3 Months  
+103.03%
YTD
  -44.63%
1 Year
  -39.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.480
1M High / 1M Low: 0.700 0.480
6M High / 6M Low: 0.790 0.240
High (YTD): 2024-01-02 1.190
Low (YTD): 2024-09-10 0.240
52W High: 2023-12-29 1.210
52W Low: 2024-09-10 0.240
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   0.508
Avg. volume 6M:   0.000
Avg. price 1Y:   0.765
Avg. volume 1Y:   0.000
Volatility 1M:   163.76%
Volatility 6M:   147.24%
Volatility 1Y:   111.02%
Volatility 3Y:   -