DZ Bank Call 57.5 FRA 20.06.2025
/ DE000DJ2H7X7
DZ Bank Call 57.5 FRA 20.06.2025/ DE000DJ2H7X7 /
04/09/2024 18:09:25 |
Chg.0.000 |
Bid19:59:01 |
Ask19:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 15,000 |
0.140 Ask Size: 15,000 |
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: |
34.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-1.24 |
Time value: |
0.13 |
Break-even: |
58.80 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
7.87 |
Rho: |
0.07 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.100 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-42.11% |
3 Months |
|
|
-81.03% |
YTD |
|
|
-87.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.110 |
1M High / 1M Low: |
0.220 |
0.110 |
6M High / 6M Low: |
0.700 |
0.110 |
High (YTD): |
10/01/2024 |
1.020 |
Low (YTD): |
03/09/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.351 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.64% |
Volatility 6M: |
|
170.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |