DZ Bank Call 74.2155 OEWA 20.06.2025
/ DE000DJ39NH6
DZ Bank Call 74.2155 OEWA 20.06.2.../ DE000DJ39NH6 /
| 7/10/2024 8:11:34 AM |
Chg.-0.09 |
Bid2:12:59 PM |
Ask2:12:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-7.83% |
1.05
Bid Size: 50,000 |
1.06
Ask Size: 50,000 |
VERBUND AG INH... |
74.2155 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ39NH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.22 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.20 |
| Time value: |
0.88 |
| Break-even: |
84.90 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
2.86% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
4.56 |
| Rho: |
0.36 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.95% |
| 1 Month |
|
|
+1.92% |
| 3 Months |
|
|
+82.76% |
| YTD |
|
|
-37.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.01 |
| 1M High / 1M Low: |
1.18 |
0.96 |
| 6M High / 6M Low: |
1.88 |
0.42 |
| High (YTD): |
1/10/2024 |
1.88 |
| Low (YTD): |
4/5/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.42% |
| Volatility 6M: |
|
156.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
