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DZ Bank Call 115 P911 20.06.2025/  DE000DJ4BTE7  /

Frankfurt Zert./DZB
2024-07-25  11:35:01 AM Chg.+0.004 Bid11:46:25 AM Ask11:46:25 AM Underlying Strike price Expiration date Option type
0.087EUR +4.82% 0.087
Bid Size: 70,000		 0.097
Ask Size: 70,000		 PORSCHE AG VZ 115.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4BTE
Issuer: DZ Bank AG
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 73.98
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -4.62
Time value: 0.09
Break-even: 115.93
Moneyness: 0.60
Premium: 0.69
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.10
Theta: -0.01
Omega: 7.29
Rho: 0.05
 

Quote data

Open: 0.082
High: 0.087
Low: 0.077
Previous Close: 0.083
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.00%
1 Month
  -20.91%
3 Months
  -80.23%
YTD
  -65.20%
1 Year
  -95.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.083
1M High / 1M Low: 0.140 0.083
6M High / 6M Low: 0.610 0.083
High (YTD): 2024-04-11 0.610
Low (YTD): 2024-07-24 0.083
52W High: 2023-08-02 1.990
52W Low: 2024-07-24 0.083
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   244.54%
Volatility 6M:   199.19%
Volatility 1Y:   161.23%
Volatility 3Y:   -