DZ Bank Call 90 BAYN 21.03.2025/  DE000DJ03EV2  /

EUWAX
2024-07-31  8:09:03 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAYER AG NA O.N. 90.00 - 2025-03-21 Call
 

Master data

WKN: DJ03EV
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 131.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.31
Parity: -6.24
Time value: 0.02
Break-even: 90.21
Moneyness: 0.31
Premium: 2.27
Premium p.a.: 5.39
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: 0.04
Theta: 0.00
Omega: 5.26
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -90.00%
1 Year
  -99.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.007 0.001
6M High / 6M Low: 0.013 0.001
High (YTD): 2024-01-04 0.016
Low (YTD): 2024-07-30 0.001
52W High: 2023-08-14 0.120
52W Low: 2024-07-30 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.020
Avg. volume 1Y:   0.000
Volatility 1M:   2,105.80%
Volatility 6M:   2,925.28%
Volatility 1Y:   2,098.31%
Volatility 3Y:   -