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

Frankfurt Zert./DZB
2024-06-26  9:35:01 PM Chg.+0.020 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.700EUR +2.94% -
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: 10.86
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.09
Time value: 0.71
Break-even: 84.21
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.56
Theta: -0.02
Omega: 6.03
Rho: 0.17
 

Quote data

Open: 0.700
High: 0.700
Low: 0.630
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.48%
1 Month     0.00%
3 Months  
+150.00%
YTD
  -46.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.610
1M High / 1M Low: 0.790 0.550
6M High / 6M Low: 1.480 0.170
High (YTD): 2024-01-11 1.480
Low (YTD): 2024-04-04 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   0.571
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.93%
Volatility 6M:   216.13%
Volatility 1Y:   -
Volatility 3Y:   -