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DZ Bank Call 57.5 FRA 20.06.2025/  DE000DJ2H7X7  /

Frankfurt Zert./DZB
11/11/2024  09:04:46 Chg.+0.020 Bid09:08:46 Ask09:08:46 Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.160
Bid Size: 60,000		 0.170
Ask Size: 60,000		 FRAPORT AG FFM.AIRPO... 57.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ2H7X
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 57.50 EUR
Maturity: 20/06/2025
Issue date: 19/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.54
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -0.86
Time value: 0.16
Break-even: 59.10
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.28
Theta: -0.01
Omega: 8.55
Rho: 0.07
 

Quote data

Open: 0.120
High: 0.150
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -16.67%
3 Months     0.00%
YTD
  -82.14%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.200 0.110
6M High / 6M Low: 0.610 0.100
High (YTD): 10/01/2024 1.020
Low (YTD): 03/09/2024 0.100
52W High: 10/01/2024 1.020
52W Low: 03/09/2024 0.100
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   234.15%
Volatility 6M:   204.04%
Volatility 1Y:   169.95%
Volatility 3Y:   -