DZ Bank Call 27 FRE 19.12.2025
/ DE000DJ29HF3
DZ Bank Call 27 FRE 19.12.2025/ DE000DJ29HF3 /
| 2024-08-02 9:35:19 PM |
Chg.-0.020 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-2.78% |
0.700
Bid Size: 15,000 |
0.720
Ask Size: 15,000 |
FRESENIUS SE+CO.KGAA... |
27.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
DJ29HF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.48 |
| Time value: |
0.27 |
| Break-even: |
34.40 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
3.42 |
| Rho: |
0.25 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.11% |
| 1 Month |
|
|
+48.94% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.700 |
| 1M High / 1M Low: |
0.830 |
0.470 |
| 6M High / 6M Low: |
0.830 |
0.300 |
| High (YTD): |
2024-07-31 |
0.830 |
| Low (YTD): |
2024-04-03 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.13% |
| Volatility 6M: |
|
88.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
