DZ Bank Call 38.0081 OMV 20.06.20.../  DE000DJ39BD0  /

EUWAX
24/01/2025  08:12:29 Chg.+0.030 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.310EUR +10.71% -
Bid Size: -
-
Ask Size: -
OMV AG 38.0081 - 20/06/2025 Call
 

Master data

WKN: DJ39BD
Issuer: DZ Bank AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 38.01 -
Maturity: 20/06/2025
Issue date: 19/07/2023
Last trading day: 19/06/2025
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: 12.87
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.12
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.12
Time value: 0.20
Break-even: 41.05
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.64
Theta: -0.01
Omega: 8.24
Rho: 0.09
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month  
+82.35%
3 Months
  -16.22%
YTD  
+63.16%
1 Year
  -29.55%
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 0.500 0.170
High (YTD): 16/01/2025 0.330
Low (YTD): 02/01/2025 0.230
52W High: 21/05/2024 0.880
52W Low: 23/12/2024 0.170
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   35.433
Volatility 1M:   174.93%
Volatility 6M:   133.20%
Volatility 1Y:   117.16%
Volatility 3Y:   -