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DZ Bank Call 75 HBH 20.12.2024/  DE000DJ3MZF0  /

EUWAX
2024-07-29  6:11:27 PM Chg.-0.040 Bid6:52:21 PM Ask6:52:21 PM Underlying Strike price Expiration date Option type
0.710EUR -5.33% 0.710
Bid Size: 3,500		 0.760
Ask Size: 3,500		 HORNBACH HOLD.ST O.N... 75.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MZF
Issuer: DZ Bank AG
Currency: EUR
Underlying: HORNBACH HOLD.ST O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.70
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.26
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.26
Time value: 0.54
Break-even: 83.00
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 8.11%
Delta: 0.63
Theta: -0.02
Omega: 6.15
Rho: 0.16
 

Quote data

Open: 0.740
High: 0.750
Low: 0.710
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.25%
1 Month
  -19.32%
3 Months
  -18.39%
YTD  
+5.97%
1 Year
  -48.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.700
1M High / 1M Low: 1.060 0.700
6M High / 6M Low: 1.190 0.430
High (YTD): 2024-06-12 1.190
Low (YTD): 2024-02-05 0.430
52W High: 2023-08-07 1.400
52W Low: 2023-10-27 0.310
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.856
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   127.48%
Volatility 6M:   136.53%
Volatility 1Y:   124.68%
Volatility 3Y:   -