DZ Bank Call 37.5 G1A 19.12.2025
/ DE000DJ8EK87
DZ Bank Call 37.5 G1A 19.12.2025/ DE000DJ8EK87 /
| 2024-11-18 8:19:46 AM |
Chg.+0.020 |
Bid9:52:04 AM |
Ask9:52:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+2.17% |
0.960
Bid Size: 100,000 |
0.980
Ask Size: 100,000 |
GEA GROUP AG |
37.50 EUR |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.77 |
| Time value: |
0.22 |
| Break-even: |
47.40 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
6.45% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.88 |
| Rho: |
0.31 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.74% |
| 1 Month |
|
|
-14.55% |
| 3 Months |
|
|
+36.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.920 |
| 1M High / 1M Low: |
1.100 |
0.900 |
| 6M High / 6M Low: |
1.160 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.71% |
| Volatility 6M: |
|
77.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
