DZ Bank Call 92 BMW 21.03.2025/  DE000DJ0SZ58  /

Frankfurt Zert./DZB
2024-11-04  9:34:37 PM Chg.+0.001 Bid9:45:27 PM Ask9:45:27 PM Underlying Strike price Expiration date Option type
0.058EUR +1.75% 0.057
Bid Size: 15,000
0.067
Ask Size: 15,000
BAY.MOTOREN WERKE AG... 92.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SZ5
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 106.03
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -1.88
Time value: 0.07
Break-even: 92.69
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 16.95%
Delta: 0.12
Theta: -0.01
Omega: 12.69
Rho: 0.03
 

Quote data

Open: 0.059
High: 0.063
Low: 0.055
Previous Close: 0.057
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.68%
1 Month
  -61.33%
3 Months
  -84.74%
YTD
  -96.18%
1 Year
  -94.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.054
1M High / 1M Low: 0.150 0.054
6M High / 6M Low: 1.530 0.047
High (YTD): 2024-04-08 2.410
Low (YTD): 2024-09-10 0.047
52W High: 2024-04-08 2.410
52W Low: 2024-09-10 0.047
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.497
Avg. volume 6M:   0.000
Avg. price 1Y:   0.994
Avg. volume 1Y:   0.000
Volatility 1M:   140.53%
Volatility 6M:   226.70%
Volatility 1Y:   175.21%
Volatility 3Y:   -