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DZ Bank Call 75 KBX 20.12.2024/  DE000DJ3M0R6  /

Frankfurt Zert./DZB
2024-08-28  9:34:51 PM Chg.0.000 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.390EUR 0.00% 0.400
Bid Size: 7,500		 0.430
Ask Size: 7,500		 KNORR-BREMSE AG INH... 75.00 - 2024-12-20 Call
 

Master data

WKN: DJ3M0R
Issuer: DZ Bank AG
Currency: EUR
Underlying: KNORR-BREMSE AG INH 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: 17.43
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.18
Time value: 0.42
Break-even: 79.20
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.50
Theta: -0.02
Omega: 8.69
Rho: 0.10
 

Quote data

Open: 0.390
High: 0.400
Low: 0.360
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+18.18%
3 Months
  -18.75%
YTD  
+143.75%
1 Year
  -17.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.390
1M High / 1M Low: 0.490 0.200
6M High / 6M Low: 0.700 0.200
High (YTD): 2024-05-15 0.700
Low (YTD): 2024-02-13 0.090
52W High: 2024-05-15 0.700
52W Low: 2024-02-13 0.090
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.404
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   290.43%
Volatility 6M:   211.89%
Volatility 1Y:   201.91%
Volatility 3Y:   -