DZ Bank Call 37.5 EBO 20.06.2025
/ DE000DJ4FP36
DZ Bank Call 37.5 EBO 20.06.2025/ DE000DJ4FP36 /
| 29/07/2024 08:09:09 |
Chg.0.00 |
Bid17:38:13 |
Ask17:38:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
0.00% |
1.21
Bid Size: 17,500 |
1.26
Ask Size: 17,500 |
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: |
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: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
+24.47% |
| 3 Months |
|
|
+58.11% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
+178.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.08 |
| 1M High / 1M Low: |
1.17 |
0.96 |
| 6M High / 6M Low: |
1.17 |
0.36 |
| High (YTD): |
26/07/2024 |
1.17 |
| Low (YTD): |
06/03/2024 |
0.36 |
| 52W High: |
26/07/2024 |
1.17 |
| 52W Low: |
27/09/2023 |
0.23 |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.04% |
| Volatility 6M: |
|
97.18% |
| Volatility 1Y: |
|
92.53% |
| Volatility 3Y: |
|
- |
