DZ Bank Call 27.5 VVD 20.06.2025
/ DE000DJ40CK1
DZ Bank Call 27.5 VVD 20.06.2025/ DE000DJ40CK1 /
| 01/08/2024 21:04:37 |
Chg.-0.060 |
Bid01/08/2024 |
Ask01/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-16.67% |
0.300
Bid Size: 25,000 |
0.320
Ask Size: 25,000 |
VEOLIA ENVIRONNE. EO... |
27.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ40CK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
21/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.24 |
| Break-even: |
31.40 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
5.13 |
| Rho: |
0.14 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.290 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.340 |
| 1M High / 1M Low: |
0.410 |
0.320 |
| 6M High / 6M Low: |
0.580 |
0.270 |
| High (YTD): |
06/06/2024 |
0.580 |
| Low (YTD): |
16/04/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.44% |
| Volatility 6M: |
|
96.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
