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DZ Bank Call 25 VVD 20.06.2025/  DE000DJ4P5B5  /

Frankfurt Zert./DZB
2024-09-26  4:04:33 PM Chg.+0.060 Bid4:23:50 PM Ask4:23:50 PM Underlying Strike price Expiration date Option type
0.600EUR +11.11% 0.590
Bid Size: 100,000		 0.610
Ask Size: 100,000		 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: 4.94
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.47
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.47
Time value: 0.14
Break-even: 31.00
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 11.11%
Delta: 0.83
Theta: -0.01
Omega: 4.08
Rho: 0.14
 

Quote data

Open: 0.570
High: 0.600
Low: 0.570
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month  
+13.21%
3 Months  
+15.38%
YTD  
+13.21%
1 Year  
+9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.540
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:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.563
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:   59.23%
Volatility 6M:   75.58%
Volatility 1Y:   76.15%
Volatility 3Y:   -