DZ Bank Call 32.5 VVD 20.06.2025/  DE000DJ4HS07  /

Frankfurt Zert./DZB
2024-08-01  9:34:35 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.090EUR -25.00% 0.090
Bid Size: 10,000
0.120
Ask Size: 10,000
VEOLIA ENVIRONNE. EO... 32.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4HS0
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 2025-06-20
Issue date: 2023-07-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.36
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.35
Time value: 0.15
Break-even: 34.00
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.39
Theta: 0.00
Omega: 7.56
Rho: 0.09
 

Quote data

Open: 0.120
High: 0.120
Low: 0.080
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -25.00%
3 Months
  -30.77%
YTD
  -50.00%
1 Year
  -71.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.150 0.100
6M High / 6M Low: 0.270 0.080
High (YTD): 2024-06-06 0.270
Low (YTD): 2024-04-16 0.080
52W High: 2023-08-01 0.320
52W Low: 2024-04-16 0.080
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.172
Avg. volume 1Y:   0.000
Volatility 1M:   124.92%
Volatility 6M:   155.98%
Volatility 1Y:   137.53%
Volatility 3Y:   -