DZ Bank Call 32.5 G1A 20.06.2025
/ DE000DJ52TV7
DZ Bank Call 32.5 G1A 20.06.2025/ DE000DJ52TV7 /
| 8/16/2024 11:34:55 AM |
Chg.+0.030 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+3.16% |
0.980
Bid Size: 100,000 |
1.000
Ask Size: 100,000 |
GEA GROUP AG |
32.50 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/1/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.16 |
| Break-even: |
42.50 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
6.38% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.22 |
Quote data
| Open: |
0.960 |
| High: |
0.980 |
| Low: |
0.960 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
+36.11% |
| YTD |
|
|
+22.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.880 |
| 1M High / 1M Low: |
0.950 |
0.740 |
| 6M High / 6M Low: |
0.950 |
0.630 |
| High (YTD): |
8/15/2024 |
0.950 |
| Low (YTD): |
1/17/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.879 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.08% |
| Volatility 6M: |
|
74.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
