DZ Bank Call 37.5 G1A 19.12.2025
/ DE000DJ8EK87
DZ Bank Call 37.5 G1A 19.12.2025/ DE000DJ8EK87 /
| 12/09/2024 08:18:16 |
Chg.+0.020 |
Bid10:09:32 |
Ask10:09:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+2.70% |
0.760
Bid Size: 100,000 |
0.770
Ask Size: 100,000 |
GEA GROUP AG |
37.50 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8EK8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
12/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.33 |
| Break-even: |
45.40 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.09 |
| Rho: |
0.31 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
+31.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.690 |
| 1M High / 1M Low: |
0.770 |
0.640 |
| 6M High / 6M Low: |
0.770 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.68% |
| Volatility 6M: |
|
82.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
