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DZ Bank Call 40 EBO 20.06.2025/  DE000DJ4FP44  /

Frankfurt Zert./DZB
2024-07-29  1:08:46 PM Chg.+0.030 Bid1:22:44 PM Ask1:22:44 PM Underlying Strike price Expiration date Option type
1.010EUR +3.06% 1.010
Bid Size: 50,000		 1.030
Ask Size: 50,000		 ERSTE GROUP BNK INH.... 40.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4FP4
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.78
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.78
Time value: 0.27
Break-even: 50.40
Moneyness: 1.19
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 6.12%
Delta: 0.82
Theta: -0.01
Omega: 3.77
Rho: 0.26
 

Quote data

Open: 0.990
High: 1.020
Low: 0.990
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.60%
1 Month  
+38.36%
3 Months  
+74.14%
YTD  
+236.67%
1 Year  
+206.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.910
1M High / 1M Low: 0.980 0.800
6M High / 6M Low: 0.980 0.250
High (YTD): 2024-07-26 0.980
Low (YTD): 2024-03-05 0.250
52W High: 2024-07-26 0.980
52W Low: 2023-09-26 0.170
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   0.895
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   69.97%
Volatility 6M:   105.98%
Volatility 1Y:   103.08%
Volatility 3Y:   -