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DZ Bank Call 45 FRA 20.06.2025/  DE000DJ333S4  /

Frankfurt Zert./DZB
2024-09-04  6:04:33 PM Chg.+0.030 Bid6:10:40 PM Ask6:10:40 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% 0.540
Bid Size: 21,000		 0.570
Ask Size: 21,000		 FRAPORT AG FFM.AIRPO... 45.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ333S
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.01
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 0.01
Time value: 0.54
Break-even: 50.50
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.60
Theta: -0.01
Omega: 4.91
Rho: 0.17
 

Quote data

Open: 0.490
High: 0.550
Low: 0.490
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -19.12%
3 Months
  -57.69%
YTD
  -64.29%
1 Year
  -61.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.720 0.510
6M High / 6M Low: 1.380 0.510
High (YTD): 2024-01-10 1.710
Low (YTD): 2024-08-22 0.510
52W High: 2023-12-14 1.720
52W Low: 2024-08-22 0.510
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.908
Avg. volume 6M:   0.000
Avg. price 1Y:   1.146
Avg. volume 1Y:   0.000
Volatility 1M:   136.61%
Volatility 6M:   104.27%
Volatility 1Y:   96.74%
Volatility 3Y:   -