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DZ Bank Call 37.5 EBO 20.06.2025/  DE000DJ4FP36  /

EUWAX
18/09/2024  08:09:36 Chg.-0.03 Bid20:31:47 Ask20:31:47 Underlying Strike price Expiration date Option type
1.15EUR -2.54% 1.16
Bid Size: 12,500		 1.21
Ask Size: 12,500		 ERSTE GROUP BNK INH.... 37.50 EUR 20/06/2025 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: 20/06/2025
Issue date: 26/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.04
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 1.01
Implied volatility: 0.28
Historic volatility: 0.20
Parity: 1.01
Time value: 0.17
Break-even: 49.30
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 5.36%
Delta: 0.89
Theta: -0.01
Omega: 3.58
Rho: 0.23
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.86%
1 Month
  -4.17%
3 Months  
+40.24%
YTD  
+194.87%
1 Year  
+296.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 1.14
1M High / 1M Low: 1.37 1.14
6M High / 6M Low: 1.37 0.45
High (YTD): 03/09/2024 1.37
Low (YTD): 06/03/2024 0.36
52W High: 03/09/2024 1.37
52W Low: 27/09/2023 0.23
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   0.00
Avg. price 1Y:   0.68
Avg. volume 1Y:   0.00
Volatility 1M:   57.56%
Volatility 6M:   95.49%
Volatility 1Y:   96.33%
Volatility 3Y:   -