DZ Bank Call 27.5 VVD 20.06.2025
/ DE000DJ40CK1
DZ Bank Call 27.5 VVD 20.06.2025/ DE000DJ40CK1 /
| 8/1/2024 9:58:11 AM |
Chg.-0.090 |
Bid12:41:30 PM |
Ask12:41:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-23.08% |
0.330
Bid Size: 100,000 |
0.340
Ask Size: 100,000 |
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: |
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: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.320 |
| 1M High / 1M Low: |
0.450 |
0.320 |
| 6M High / 6M Low: |
0.560 |
0.250 |
| High (YTD): |
6/6/2024 |
0.560 |
| Low (YTD): |
4/17/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.31% |
| Volatility 6M: |
|
105.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
