OverviewChartNewsTraderScreen

DZ Bank Call 37.5 G1A 20.06.2025/  DE000DJ39Z51  /

Frankfurt Zert./DZB
2024-08-05  7:34:49 PM Chg.-0.040 Bid7:53:42 PM Ask7:53:42 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% 0.430
Bid Size: 35,000		 0.460
Ask Size: 35,000		 GEA GROUP AG 37.50 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.85
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.17
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.17
Time value: 0.33
Break-even: 42.50
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.68
Theta: -0.01
Omega: 5.31
Rho: 0.19
 

Quote data

Open: 0.390
High: 0.440
Low: 0.390
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month
  -18.87%
3 Months  
+16.22%
YTD
  -15.69%
1 Year
  -30.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.570 0.460
6M High / 6M Low: 0.590 0.340
High (YTD): 2024-03-22 0.590
Low (YTD): 2024-04-18 0.340
52W High: 2023-08-11 0.610
52W Low: 2023-10-27 0.210
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   103.99%
Volatility 6M:   105.40%
Volatility 1Y:   107.40%
Volatility 3Y:   -