DZ Bank Call 32 FRE 21.03.2025
/ DE000DJ0S4A1
DZ Bank Call 32 FRE 21.03.2025/ DE000DJ0S4A1 /
10/11/2024 9:35:08 PM |
Chg.-0.010 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-2.94% |
0.330 Bid Size: 15,000 |
0.350 Ask Size: 15,000 |
FRESENIUS SE+CO.KGAA... |
32.00 - |
3/21/2025 |
Call |
Master data
WKN: |
DJ0S4A |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/30/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
0.17 |
Time value: |
0.18 |
Break-even: |
35.50 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
6.06% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
6.50 |
Rho: |
0.08 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.320 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.16% |
1 Month |
|
|
-13.16% |
3 Months |
|
|
+120.00% |
YTD |
|
|
+32.00% |
1 Year |
|
|
+57.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.330 |
1M High / 1M Low: |
0.450 |
0.320 |
6M High / 6M Low: |
0.450 |
0.090 |
High (YTD): |
9/13/2024 |
0.450 |
Low (YTD): |
4/3/2024 |
0.071 |
52W High: |
9/13/2024 |
0.450 |
52W Low: |
4/3/2024 |
0.071 |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.369 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.236 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.208 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
125.75% |
Volatility 6M: |
|
148.86% |
Volatility 1Y: |
|
141.62% |
Volatility 3Y: |
|
- |