DZ Bank Call 20 VNA 19.12.2025
/ DE000DJ5J7T0
DZ Bank Call 20 VNA 19.12.2025/ DE000DJ5J7T0 /
| 14/05/2024 08:21:49 |
Chg.+0.020 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
VONOVIA SE NA O.N. |
20.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
20/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
0.79 |
| Time value: |
0.23 |
| Break-even: |
30.20 |
| Moneyness: |
1.40 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
8.51% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
2.36 |
| Rho: |
0.22 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.09% |
| 1 Month |
|
|
+38.24% |
| 3 Months |
|
|
+25.33% |
| YTD |
|
|
-6.93% |
| 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): |
31/01/2024 |
1.020 |
| Low (YTD): |
19/04/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.819 |
| Avg. volume 6M: |
|
209.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.78% |
| Volatility 6M: |
|
87.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
