DZ Bank Call 77.1841 OEWA 20.12.2.../  DE000DJ39M72  /

EUWAX
2024-07-10  8:11:35 AM Chg.-0.070 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.630EUR -10.00% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 77.1841 EUR 2024-12-20 Call
 

Master data

WKN: DJ39M7
Issuer: DZ Bank AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 77.18 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 11.85
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.10
Time value: 0.65
Break-even: 83.61
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.55
Theta: -0.02
Omega: 6.49
Rho: 0.16
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.78%
1 Month     0.00%
3 Months  
+110.00%
YTD
  -51.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.590
1M High / 1M Low: 0.740 0.560
6M High / 6M Low: 1.480 0.180
High (YTD): 2024-01-10 1.480
Low (YTD): 2024-04-05 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   15.748
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.30%
Volatility 6M:   228.17%
Volatility 1Y:   -
Volatility 3Y:   -