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DZ Bank Call 90 BMW 21.03.2025/  DE000DJ0SZ41  /

EUWAX
2024-11-04  12:57:28 PM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.076EUR +15.15% -
Bid Size: -		 -
Ask Size: -		 BAY.MOTOREN WERKE AG... 90.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SZ4
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 87.10
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -1.68
Time value: 0.08
Break-even: 90.84
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.14
Theta: -0.01
Omega: 12.41
Rho: 0.04
 

Quote data

Open: 0.075
High: 0.076
Low: 0.075
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -57.78%
3 Months
  -83.11%
YTD
  -95.34%
1 Year
  -93.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.066
1M High / 1M Low: 0.180 0.066
6M High / 6M Low: 1.620 0.056
High (YTD): 2024-04-09 2.590
Low (YTD): 2024-09-11 0.056
52W High: 2024-04-09 2.590
52W Low: 2024-09-11 0.056
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   1.107
Avg. volume 1Y:   0.000
Volatility 1M:   152.61%
Volatility 6M:   220.16%
Volatility 1Y:   170.96%
Volatility 3Y:   -