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DZ Bank Call 120 P911 20.06.2025/  DE000DJ4BTF4  /

EUWAX
2024-07-25  8:25:54 AM Chg.-0.019 Bid11:42:47 AM Ask11:42:47 AM Underlying Strike price Expiration date Option type
0.071EUR -21.11% 0.077
Bid Size: 70,000		 0.087
Ask Size: 70,000		 PORSCHE AG VZ 120.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4BTF
Issuer: DZ Bank AG
Currency: EUR
Underlying: PORSCHE AG VZ
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -5.12
Time value: 0.08
Break-even: 120.82
Moneyness: 0.57
Premium: 0.76
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 13.89%
Delta: 0.09
Theta: -0.01
Omega: 7.26
Rho: 0.05
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.41%
1 Month
  -21.11%
3 Months
  -81.32%
YTD
  -64.50%
1 Year
  -95.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.082
1M High / 1M Low: 0.120 0.074
6M High / 6M Low: 0.500 0.074
High (YTD): 2024-04-12 0.500
Low (YTD): 2024-07-02 0.074
52W High: 2023-08-03 1.740
52W Low: 2024-07-02 0.074
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   188.41%
Volatility 6M:   229.20%
Volatility 1Y:   180.62%
Volatility 3Y:   -