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DZ Bank Call 37.5 EBO 20.06.2025/  DE000DJ4FP36  /

Frankfurt Zert./DZB
2024-07-29  9:34:49 PM Chg.+0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.210EUR +2.54% 1.200
Bid Size: 5,000		 1.260
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 37.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4FP3
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.82
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.03
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 1.03
Time value: 0.23
Break-even: 50.00
Moneyness: 1.27
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 5.04%
Delta: 0.86
Theta: -0.01
Omega: 3.30
Rho: 0.26
 

Quote data

Open: 1.190
High: 1.220
Low: 1.190
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.08%
1 Month  
+34.44%
3 Months  
+65.75%
YTD  
+202.50%
1 Year  
+188.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 1.110
1M High / 1M Low: 1.180 0.990
6M High / 6M Low: 1.180 0.350
High (YTD): 2024-07-26 1.180
Low (YTD): 2024-03-05 0.350
52W High: 2024-07-26 1.180
52W Low: 2023-09-26 0.230
Avg. price 1W:   1.148
Avg. volume 1W:   0.000
Avg. price 1M:   1.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.759
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   23.622
Volatility 1M:   59.37%
Volatility 6M:   94.05%
Volatility 1Y:   93.63%
Volatility 3Y:   -