DZ Bank Call 32.5 VVD 20.06.2025/  DE000DJ4HS07  /

Frankfurt Zert./DZB
8/15/2024  3:34:36 PM Chg.+0.005 Bid3:54:50 PM Ask3:54:50 PM Underlying Strike price Expiration date Option type
0.085EUR +6.25% 0.084
Bid Size: 100,000
0.094
Ask Size: 100,000
VEOLIA ENVIRONNE. EO... 32.50 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.54
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.44
Time value: 0.11
Break-even: 33.60
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.32
Theta: 0.00
Omega: 8.28
Rho: 0.07
 

Quote data

Open: 0.085
High: 0.086
Low: 0.081
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month
  -22.73%
3 Months
  -59.52%
YTD
  -52.78%
1 Year
  -63.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.068
1M High / 1M Low: 0.120 0.065
6M High / 6M Low: 0.270 0.065
High (YTD): 6/6/2024 0.270
Low (YTD): 8/5/2024 0.065
52W High: 6/6/2024 0.270
52W Low: 8/5/2024 0.065
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   175.27%
Volatility 6M:   165.62%
Volatility 1Y:   143.44%
Volatility 3Y:   -