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DZ Bank Call 40 EBO 20.06.2025/  DE000DJ4FP44  /

EUWAX
2024-07-29  8:09:09 AM Chg.0.000 Bid12:14:24 PM Ask12:14:24 PM Underlying Strike price Expiration date Option type
0.970EUR 0.00% 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: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.59%
1 Month  
+29.33%
3 Months  
+64.41%
YTD  
+234.48%
1 Year  
+193.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.880
1M High / 1M Low: 0.970 0.770
6M High / 6M Low: 0.970 0.260
High (YTD): 2024-07-26 0.970
Low (YTD): 2024-03-06 0.260
52W High: 2024-07-26 0.970
52W Low: 2023-10-23 0.180
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   0.601
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   75.62%
Volatility 6M:   109.98%
Volatility 1Y:   103.65%
Volatility 3Y:   -