DZ Bank Call 42.5 EBO 20.06.2025
/ DE000DJ879S6
DZ Bank Call 42.5 EBO 20.06.2025/ DE000DJ879S6 /
| 2024-07-30 10:34:48 AM |
Chg.+0.050 |
Bid10:48:57 AM |
Ask10:48:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+6.25% |
0.860
Bid Size: 50,000 |
0.880
Ask Size: 50,000 |
ERSTE GROUP BNK INH.... |
42.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ879S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.53 |
| Time value: |
0.33 |
| Break-even: |
51.10 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.25 |
| Rho: |
0.25 |
Quote data
| Open: |
0.820 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.84% |
| 1 Month |
|
|
+49.12% |
| 3 Months |
|
|
+93.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.740 |
| 1M High / 1M Low: |
0.800 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
