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DZ Bank Call 25 VVD 20.06.2025/  DE000DJ4P5B5  /

Frankfurt Zert./DZB
2024-09-25  9:34:49 PM Chg.-0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.540EUR -3.57% 0.540
Bid Size: 10,000		 0.600
Ask Size: 10,000		 VEOLIA ENVIRONNE. EO... 25.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4P5B
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-07
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.49
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.49
Time value: 0.14
Break-even: 31.30
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 10.53%
Delta: 0.83
Theta: -0.01
Omega: 3.93
Rho: 0.14
 

Quote data

Open: 0.560
High: 0.560
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+1.89%
3 Months  
+1.89%
YTD  
+1.89%
1 Year
  -3.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.600 0.530
6M High / 6M Low: 0.780 0.390
High (YTD): 2024-06-06 0.780
Low (YTD): 2024-08-05 0.390
52W High: 2024-06-06 0.780
52W Low: 2023-10-25 0.340
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   0.000
Volatility 1M:   59.17%
Volatility 6M:   75.45%
Volatility 1Y:   76.09%
Volatility 3Y:   -