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DZ Bank Call 45 G1A 20.06.2025/  DE000DJ39Z77  /

Frankfurt Zert./DZB
11/10/2024  21:34:42 Chg.+0.050 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.440EUR +12.82% 0.440
Bid Size: 10,000		 0.470
Ask Size: 10,000		 GEA GROUP AG 45.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ39Z7
Issuer: DZ Bank AG
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 20/06/2025
Issue date: 20/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.88
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.14
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.14
Time value: 0.33
Break-even: 49.70
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.65
Theta: -0.01
Omega: 6.42
Rho: 0.18
 

Quote data

Open: 0.400
High: 0.540
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+109.52%
3 Months  
+131.58%
YTD  
+100.00%
1 Year  
+340.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.440 0.190
6M High / 6M Low: 0.440 0.100
High (YTD): 11/10/2024 0.440
Low (YTD): 18/04/2024 0.100
52W High: 11/10/2024 0.440
52W Low: 27/10/2023 0.064
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.172
Avg. volume 1Y:   0.000
Volatility 1M:   189.53%
Volatility 6M:   163.00%
Volatility 1Y:   168.23%
Volatility 3Y:   -