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DZ Bank Call 95 BMW 21.03.2025/  DE000DJ0SZ66  /

EUWAX
2024-11-04  12:57:28 PM Chg.+0.006 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.044EUR +15.79% -
Bid Size: -		 -
Ask Size: -		 BAY.MOTOREN WERKE AG... 95.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SZ6
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 138.04
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -2.18
Time value: 0.05
Break-even: 95.53
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 23.26%
Delta: 0.09
Theta: -0.01
Omega: 12.95
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.044
Low: 0.043
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.33%
1 Month
  -60.00%
3 Months
  -84.83%
YTD
  -96.67%
1 Year
  -95.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.038
1M High / 1M Low: 0.110 0.038
6M High / 6M Low: 1.270 0.027
High (YTD): 2024-04-09 2.170
Low (YTD): 2024-09-11 0.027
52W High: 2024-04-09 2.170
52W Low: 2024-09-11 0.027
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.422
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   154.66%
Volatility 6M:   249.42%
Volatility 1Y:   192.70%
Volatility 3Y:   -