DZ Bank Call 32.5 G1A 20.06.2025
/ DE000DJ52TV7
DZ Bank Call 32.5 G1A 20.06.2025/ DE000DJ52TV7 /
| 06/08/2024 18:04:25 |
Chg.+0.010 |
Bid06/08/2024 |
Ask06/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+1.32% |
0.770
Bid Size: 35,000 |
-
Ask Size: - |
GEA GROUP AG |
32.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ52TV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
01/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.61 |
| Time value: |
0.20 |
| Break-even: |
40.60 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
8.00% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.95 |
| Rho: |
0.21 |
Quote data
| Open: |
0.790 |
| High: |
0.810 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.30% |
| 1 Month |
|
|
-13.48% |
| 3 Months |
|
|
+11.59% |
| YTD |
|
|
-3.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.760 |
| 1M High / 1M Low: |
0.950 |
0.760 |
| 6M High / 6M Low: |
0.950 |
0.630 |
| High (YTD): |
31/07/2024 |
0.950 |
| Low (YTD): |
17/01/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.782 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.16% |
| Volatility 6M: |
|
72.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
