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DZ Bank Call 37.5 G1A 20.06.2025/  DE000DJ39Z51  /

Frankfurt Zert./DZB
06/08/2024  20:34:49 Chg.-0.010 Bid06/08/2024 Ask06/08/2024 Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.410
Bid Size: 25,000		 -
Ask Size: -		 GEA GROUP AG 37.50 EUR 20/06/2025 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: 20/06/2025
Issue date: 20/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.11
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.11
Time value: 0.34
Break-even: 42.00
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.65
Theta: -0.01
Omega: 5.58
Rho: 0.18
 

Quote data

Open: 0.450
High: 0.460
Low: 0.410
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.45%
1 Month
  -22.64%
3 Months  
+2.50%
YTD
  -19.61%
1 Year
  -33.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.420
1M High / 1M Low: 0.570 0.420
6M High / 6M Low: 0.590 0.340
High (YTD): 22/03/2024 0.590
Low (YTD): 18/04/2024 0.340
52W High: 11/08/2023 0.610
52W Low: 27/10/2023 0.210
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   110.06%
Volatility 6M:   104.48%
Volatility 1Y:   107.71%
Volatility 3Y:   -