DZ Bank Call 20 VNA 19.12.2025
/ DE000DJ5J7T0
DZ Bank Call 20 VNA 19.12.2025/ DE000DJ5J7T0 /
| 2024-05-15 8:21:27 AM |
Chg.+0.010 |
Bid3:07:30 PM |
Ask3:07:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+1.06% |
1.110
Bid Size: 90,000 |
1.130
Ask Size: 90,000 |
VONOVIA SE NA O.N. |
20.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ5J7T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
0.81 |
| Time value: |
0.23 |
| Break-even: |
30.30 |
| Moneyness: |
1.40 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
8.42% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.36 |
| Rho: |
0.22 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.15% |
| 1 Month |
|
|
+43.94% |
| 3 Months |
|
|
+23.38% |
| YTD |
|
|
-5.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.920 |
| 1M High / 1M Low: |
0.970 |
0.600 |
| 6M High / 6M Low: |
1.020 |
0.600 |
| High (YTD): |
2024-01-31 |
1.020 |
| Low (YTD): |
2024-04-19 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.820 |
| Avg. volume 6M: |
|
209.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.52% |
| Volatility 6M: |
|
87.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
