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DZ Bank Call 40 DRW3 20.06.2025/  DE000DJ5AVF9  /

Frankfurt Zert./DZB
2024-12-20  9:42:28 PM Chg.-0.020 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.660EUR -2.94% 0.660
Bid Size: 4,000		 0.750
Ask Size: 4,000		 DRAEGERWERK VZO O.N. 40.00 - 2025-06-20 Call
 

Master data

WKN: DJ5AVF
Issuer: DZ Bank AG
Currency: EUR
Underlying: DRAEGERWERK VZO O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-06-20
Issue date: 2023-09-01
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.58
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.58
Time value: 0.18
Break-even: 47.50
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 13.64%
Delta: 0.80
Theta: -0.01
Omega: 4.85
Rho: 0.14
 

Quote data

Open: 0.640
High: 0.720
Low: 0.640
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+20.00%
3 Months
  -10.81%
YTD
  -57.14%
1 Year
  -56.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.620
1M High / 1M Low: 0.820 0.530
6M High / 6M Low: 1.580 0.500
High (YTD): 2024-01-15 1.630
Low (YTD): 2024-11-19 0.500
52W High: 2024-01-15 1.630
52W Low: 2024-11-19 0.500
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.868
Avg. volume 6M:   0.000
Avg. price 1Y:   1.049
Avg. volume 1Y:   0.000
Volatility 1M:   136.82%
Volatility 6M:   113.98%
Volatility 1Y:   99.72%
Volatility 3Y:   -