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

Frankfurt Zert./DZB
09/08/2024  18:34:51 Chg.-0.060 Bid18:53:50 Ask18:53:50 Underlying Strike price Expiration date Option type
0.520EUR -10.34% 0.520
Bid Size: 17,500		 0.540
Ask Size: 17,500		 VERBUND AG INH... 77.1841 EUR 20/12/2024 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: 20/12/2024
Issue date: 19/07/2023
Last trading day: 19/12/2024
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 12.63
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.10
Time value: 0.61
Break-even: 83.22
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 5.17%
Delta: 0.54
Theta: -0.03
Omega: 6.82
Rho: 0.13
 

Quote data

Open: 0.570
High: 0.570
Low: 0.460
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month
  -16.13%
3 Months  
+10.64%
YTD
  -60.61%
1 Year
  -54.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.330
1M High / 1M Low: 0.690 0.330
6M High / 6M Low: 0.790 0.170
High (YTD): 11/01/2024 1.480
Low (YTD): 04/04/2024 0.170
52W High: 05/12/2023 1.700
52W Low: 04/04/2024 0.170
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.460
Avg. volume 6M:   0.000
Avg. price 1Y:   0.852
Avg. volume 1Y:   0.000
Volatility 1M:   211.71%
Volatility 6M:   226.10%
Volatility 1Y:   179.94%
Volatility 3Y:   -