DZ Bank Call 25 VVD 20.06.2025
/ DE000DJ4P5B5
DZ Bank Call 25 VVD 20.06.2025/ DE000DJ4P5B5 /
| 7/25/2024 10:01:59 AM |
Chg.0.000 |
Bid5:38:32 PM |
Ask5:38:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.500
Bid Size: 35,000 |
0.550
Ask Size: 35,000 |
VEOLIA ENVIRONNE. EO... |
25.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4P5B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
8/7/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.36 |
| Time value: |
0.17 |
| Break-even: |
30.30 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
12.77% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
4.25 |
| Rho: |
0.16 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.55% |
| 1 Month |
|
|
-15.52% |
| 3 Months |
|
|
-3.92% |
| YTD |
|
|
-7.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.490 |
| 1M High / 1M Low: |
0.630 |
0.490 |
| 6M High / 6M Low: |
0.760 |
0.400 |
| High (YTD): |
6/6/2024 |
0.760 |
| Low (YTD): |
4/17/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.572 |
| Avg. volume 6M: |
|
11.811 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.49% |
| Volatility 6M: |
|
81.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
