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DZ Bank Call 28 FRE 21.03.2025/  DE000DJ0S389  /

Frankfurt Zert./DZB
11/15/2024  11:34:52 AM Chg.-0.020 Bid11:41:46 AM Ask11:41:46 AM Underlying Strike price Expiration date Option type
0.560EUR -3.45% 0.560
Bid Size: 150,000		 0.570
Ask Size: 150,000		 FRESENIUS SE+CO.KGAA... 28.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S38
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.55
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.48
Implied volatility: 0.37
Historic volatility: 0.21
Parity: 0.48
Time value: 0.11
Break-even: 33.90
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.81
Theta: -0.01
Omega: 4.50
Rho: 0.07
 

Quote data

Open: 0.570
High: 0.570
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -15.15%
3 Months  
+7.69%
YTD  
+33.33%
1 Year  
+55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.580
1M High / 1M Low: 0.780 0.580
6M High / 6M Low: 0.780 0.280
High (YTD): 11/6/2024 0.780
Low (YTD): 4/3/2024 0.160
52W High: 11/6/2024 0.780
52W Low: 4/3/2024 0.160
Avg. price 1W:   0.622
Avg. volume 1W:   0.000
Avg. price 1M:   0.658
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   0.000
Avg. price 1Y:   0.425
Avg. volume 1Y:   203.125
Volatility 1M:   119.40%
Volatility 6M:   104.07%
Volatility 1Y:   107.28%
Volatility 3Y:   -