DZ Bank Call 71.2469 OEWA 19.12.2.../  DE000DJ8R079  /

EUWAX
15/11/2024  09:09:09 Chg.+0.26 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
1.13EUR +29.89% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 71.2469 EUR 19/12/2025 Call
 

Master data

WKN: DJ8R07
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 71.25 EUR
Maturity: 19/12/2025
Issue date: 23/01/2024
Last trading day: 18/12/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.44
Implied volatility: 0.25
Historic volatility: 0.26
Parity: 0.44
Time value: 0.71
Break-even: 82.62
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 2.68%
Delta: 0.69
Theta: -0.01
Omega: 4.56
Rho: 0.44
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 0.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.18%
1 Month
  -4.24%
3 Months
  -18.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 0.86
1M High / 1M Low: 1.36 0.86
6M High / 6M Low: 1.66 0.86
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.17%
Volatility 6M:   96.81%
Volatility 1Y:   -
Volatility 3Y:   -