DZ Bank Call 32.5 VVD 20.06.2025/  DE000DJ4HS07  /

Frankfurt Zert./DZB
2024-06-28  9:34:39 PM Chg.-0.020 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 10,000
0.140
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: 17.57
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.44
Time value: 0.16
Break-even: 34.10
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.38
Theta: 0.00
Omega: 6.61
Rho: 0.09
 

Quote data

Open: 0.120
High: 0.130
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -54.17%
3 Months
  -38.89%
YTD
  -38.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 0.270 0.080
High (YTD): 2024-06-06 0.270
Low (YTD): 2024-04-16 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.85%
Volatility 6M:   155.12%
Volatility 1Y:   -
Volatility 3Y:   -