DZ Bank Call 25 VVD 20.06.2025
/ DE000DJ4P5B5
DZ Bank Call 25 VVD 20.06.2025/ DE000DJ4P5B5 /
10/18/2024 3:35:59 PM |
Chg.+0.040 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+6.90% |
- Bid Size: - |
- Ask Size: - |
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: |
4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
0.56 |
Time value: |
0.10 |
Break-even: |
31.60 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
10.00% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
4.01 |
Rho: |
0.13 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.620 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.71% |
1 Month |
|
|
+1.64% |
3 Months |
|
|
+12.73% |
YTD |
|
|
+16.98% |
1 Year |
|
|
+63.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.550 |
1M High / 1M Low: |
0.620 |
0.500 |
6M High / 6M Low: |
0.760 |
0.380 |
High (YTD): |
6/6/2024 |
0.760 |
Low (YTD): |
8/5/2024 |
0.380 |
52W High: |
6/6/2024 |
0.760 |
52W Low: |
10/25/2023 |
0.340 |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.564 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.565 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.545 |
Avg. volume 1Y: |
|
5.859 |
Volatility 1M: |
|
86.95% |
Volatility 6M: |
|
86.25% |
Volatility 1Y: |
|
79.59% |
Volatility 3Y: |
|
- |