DZ Bank Call 37.5 EBO 20.06.2025
/ DE000DJ4FP36
DZ Bank Call 37.5 EBO 20.06.2025/ DE000DJ4FP36 /
04/09/2024 08:09:09 |
Chg.-0.16 |
Bid11:03:05 |
Ask11:03:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
-11.68% |
1.22 Bid Size: 50,000 |
1.24 Ask Size: 50,000 |
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: |
3.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.23 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
1.10 |
Time value: |
0.20 |
Break-even: |
50.50 |
Moneyness: |
1.29 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
4.84% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
3.28 |
Rho: |
0.23 |
Quote data
Open: |
1.21 |
High: |
1.21 |
Low: |
1.21 |
Previous Close: |
1.37 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.20% |
1 Month |
|
|
+17.48% |
3 Months |
|
|
+21.00% |
YTD |
|
|
+210.26% |
1 Year |
|
|
+278.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
1.29 |
1M High / 1M Low: |
1.37 |
0.76 |
6M High / 6M Low: |
1.37 |
0.36 |
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: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.64 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
68.88% |
Volatility 6M: |
|
97.66% |
Volatility 1Y: |
|
96.93% |
Volatility 3Y: |
|
- |