DZ Bank Call 37.5 EBO 20.06.2025
/ DE000DJ4FP36
DZ Bank Call 37.5 EBO 20.06.2025/ DE000DJ4FP36 /
| 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: |
|
- |
