DZ Bank Call 37.5 EBO 20.06.2025/  DE000DJ4FP36  /

Frankfurt Zert./DZB
2024-07-05  9:34:39 PM Chg.0.000 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.090EUR 0.00% 1.080
Bid Size: 5,000
1.140
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: 4.05
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.87
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.87
Time value: 0.27
Break-even: 48.90
Moneyness: 1.23
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 5.56%
Delta: 0.83
Theta: -0.01
Omega: 3.38
Rho: 0.26
 

Quote data

Open: 1.110
High: 1.120
Low: 1.070
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.11%
1 Month  
+7.92%
3 Months  
+65.15%
YTD  
+172.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.990
1M High / 1M Low: 1.090 0.750
6M High / 6M Low: 1.090 0.350
High (YTD): 2024-07-05 1.090
Low (YTD): 2024-03-05 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   1.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   0.692
Avg. volume 6M:   47.244
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.59%
Volatility 6M:   95.15%
Volatility 1Y:   -
Volatility 3Y:   -