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DZ Bank Call 27.5 VVD 20.06.2025/  DE000DJ40CK1  /

Frankfurt Zert./DZB
10/10/2024  9:35:07 PM Chg.+0.020 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.350
Bid Size: 10,000		 0.380
Ask Size: 10,000		 VEOLIA ENVIRONNE. EO... 27.50 EUR 6/20/2025 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: 6/20/2025
Issue date: 8/21/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.18
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.18
Time value: 0.18
Break-even: 31.00
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.71
Theta: -0.01
Omega: 5.90
Rho: 0.12
 

Quote data

Open: 0.350
High: 0.360
Low: 0.340
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month
  -10.53%
3 Months     0.00%
YTD
  -10.53%
1 Year  
+3.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.400 0.310
6M High / 6M Low: 0.580 0.240
High (YTD): 6/6/2024 0.580
Low (YTD): 8/5/2024 0.240
52W High: 6/6/2024 0.580
52W Low: 8/5/2024 0.240
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   0.000
Avg. price 1Y:   0.375
Avg. volume 1Y:   0.000
Volatility 1M:   97.52%
Volatility 6M:   100.93%
Volatility 1Y:   94.57%
Volatility 3Y:   -