DZ Bank Call 40 VOS 20.06.2025
/ DE000DJ376R5
DZ Bank Call 40 VOS 20.06.2025/ DE000DJ376R5 /
| 10/7/2024 12:43:42 PM |
Chg.-0.03 |
Bid1:00:11 PM |
Ask1:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-2.83% |
-
Bid Size: - |
-
Ask Size: - |
VOSSLOH AG O.N. |
40.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ376R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VOSSLOH AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.93 |
| Time value: |
0.23 |
| Break-even: |
51.50 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
8.49% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.58 |
| Rho: |
0.21 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.03 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
+37.33% |
| 3 Months |
|
|
+6.19% |
| YTD |
|
|
+71.67% |
| 1 Year |
|
|
+164.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
1.00 |
| 1M High / 1M Low: |
1.06 |
0.77 |
| 6M High / 6M Low: |
1.23 |
0.58 |
| High (YTD): |
7/26/2024 |
1.23 |
| Low (YTD): |
1/25/2024 |
0.43 |
| 52W High: |
7/26/2024 |
1.23 |
| 52W Low: |
10/31/2023 |
0.29 |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.71 |
| Avg. volume 1Y: |
|
37.80 |
| Volatility 1M: |
|
60.40% |
| Volatility 6M: |
|
94.38% |
| Volatility 1Y: |
|
98.96% |
| Volatility 3Y: |
|
- |
