DZ Bank Call 20 VAR 20.06.2025
/ DE000DJ5AQR4
DZ Bank Call 20 VAR 20.06.2025/ DE000DJ5AQR4 /
| 09/07/2024 08:27:42 |
Chg.+0.010 |
Bid16:37:08 |
Ask16:37:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.290
Bid Size: 20,000 |
0.440
Ask Size: 20,000 |
VARTA AG O.N. |
20.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ5AQR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VARTA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.61 |
| Parity: |
-9.19 |
| Time value: |
0.63 |
| Break-even: |
20.63 |
| Moneyness: |
0.54 |
| Premium: |
0.91 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.45 |
| Spread %: |
250.00% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
3.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+175.00% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-71.05% |
| YTD |
|
|
-78.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.070 |
| 1M High / 1M Low: |
0.330 |
0.070 |
| 6M High / 6M Low: |
1.380 |
0.010 |
| High (YTD): |
12/01/2024 |
1.380 |
| Low (YTD): |
24/04/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
929.89% |
| Volatility 6M: |
|
2,960.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
