OverviewChartNewsTraderScreen

DZ Bank Call 57.5 TLX 20.06.2025/  DE000DJ4BVT1  /

Frankfurt Zert./DZB
8/8/2024  9:34:48 PM Chg.+0.060 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
1.060EUR +6.00% 1.070
Bid Size: 6,000		 1.130
Ask Size: 6,000		 TALANX AG NA O.N. 57.50 EUR 6/20/2025 Call
 

Master data

WKN: DJ4BVT
Issuer: DZ Bank AG
Currency: EUR
Underlying: TALANX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 57.50 EUR
Maturity: 6/20/2025
Issue date: 7/24/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.68
Implied volatility: 0.22
Historic volatility: 0.22
Parity: 0.68
Time value: 0.35
Break-even: 67.80
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 3.00%
Delta: 0.79
Theta: -0.01
Omega: 4.92
Rho: 0.35
 

Quote data

Open: 1.030
High: 1.090
Low: 1.010
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.90%
1 Month
  -38.73%
3 Months
  -28.38%
YTD
  -8.62%
1 Year  
+24.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 0.970
1M High / 1M Low: 1.730 0.970
6M High / 6M Low: 2.040 0.970
High (YTD): 6/7/2024 2.040
Low (YTD): 8/6/2024 0.970
52W High: 6/7/2024 2.040
52W Low: 10/20/2023 0.810
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   1.514
Avg. volume 1M:   0.000
Avg. price 6M:   1.573
Avg. volume 6M:   0.000
Avg. price 1Y:   1.362
Avg. volume 1Y:   0.000
Volatility 1M:   77.03%
Volatility 6M:   80.44%
Volatility 1Y:   81.23%
Volatility 3Y:   -