DZ Bank Call 37.5 G1A 20.06.2025
/ DE000DJ39Z51
DZ Bank Call 37.5 G1A 20.06.2025/ DE000DJ39Z51 /
| 10/18/2024 6:09:59 PM |
Chg.-0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
37.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ39Z5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.01 |
| Time value: |
0.16 |
| Break-even: |
49.20 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
8.33% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.20 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.02 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+43.66% |
| 3 Months |
|
|
+92.45% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
+251.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
1.02 |
| 1M High / 1M Low: |
1.08 |
0.67 |
| 6M High / 6M Low: |
1.08 |
0.35 |
| High (YTD): |
10/17/2024 |
1.08 |
| Low (YTD): |
4/25/2024 |
0.35 |
| 52W High: |
10/17/2024 |
1.08 |
| 52W Low: |
10/27/2023 |
0.21 |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.07% |
| Volatility 6M: |
|
96.72% |
| Volatility 1Y: |
|
109.83% |
| Volatility 3Y: |
|
- |
