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DZ Bank Call 27.5 VVD 20.06.2025/  DE000DJ40CK1  /

EUWAX
2024-11-15  9:45:14 AM Chg.0.000 Bid1:00:14 PM Ask1:00:14 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.260
Bid Size: 100,000		 0.270
Ask Size: 100,000		 VEOLIA ENVIRONNE. EO... 27.50 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-08-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.39
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.10
Implied volatility: 0.19
Historic volatility: 0.18
Parity: 0.10
Time value: 0.15
Break-even: 30.00
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.67
Theta: 0.00
Omega: 7.58
Rho: 0.10
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.02%
3 Months
  -13.79%
YTD
  -34.21%
1 Year
  -26.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.420 0.240
6M High / 6M Low: 0.560 0.240
High (YTD): 2024-06-06 0.560
Low (YTD): 2024-11-13 0.240
52W High: 2024-06-06 0.560
52W Low: 2024-11-13 0.240
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   434.783
Avg. price 6M:   0.380
Avg. volume 6M:   75.758
Avg. price 1Y:   0.386
Avg. volume 1Y:   39.063
Volatility 1M:   146.94%
Volatility 6M:   116.29%
Volatility 1Y:   104.81%
Volatility 3Y:   -