OverviewChartNewsTraderScreen

DZ Bank Call 37.5 G1A 20.06.2025/  DE000DJ39Z51  /

EUWAX
18/09/2024  08:15:31 Chg.+0.010 Bid09:53:01 Ask09:53:01 Underlying Strike price Expiration date Option type
0.630EUR +1.61% 0.660
Bid Size: 100,000		 0.680
Ask Size: 100,000		 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: 6.29
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.46
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.46
Time value: 0.21
Break-even: 44.20
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 9.84%
Delta: 0.79
Theta: -0.01
Omega: 4.96
Rho: 0.20
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.56%
1 Month  
+10.53%
3 Months  
+43.18%
YTD  
+23.53%
1 Year  
+26.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.620
1M High / 1M Low: 0.670 0.550
6M High / 6M Low: 0.670 0.350
High (YTD): 30/08/2024 0.670
Low (YTD): 25/04/2024 0.350
52W High: 30/08/2024 0.670
52W Low: 27/10/2023 0.210
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.608
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   58.84%
Volatility 6M:   97.32%
Volatility 1Y:   111.24%
Volatility 3Y:   -