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DZ Bank Call 25 VVD 20.06.2025/  DE000DJ4P5B5  /

EUWAX
2024-09-25  10:16:48 AM Chg.-0.030 Bid9:22:41 PM Ask9:22:41 PM Underlying Strike price Expiration date Option type
0.560EUR -5.08% 0.540
Bid Size: 25,000		 0.590
Ask Size: 25,000		 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: 0.560
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+1.82%
3 Months
  -3.45%
YTD  
+5.66%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.580
1M High / 1M Low: 0.620 0.540
6M High / 6M Low: 0.760 0.380
High (YTD): 2024-06-06 0.760
Low (YTD): 2024-08-05 0.380
52W High: 2024-06-06 0.760
52W Low: 2023-10-25 0.340
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.560
Avg. volume 6M:   0.000
Avg. price 1Y:   0.538
Avg. volume 1Y:   5.859
Volatility 1M:   72.26%
Volatility 6M:   87.85%
Volatility 1Y:   79.23%
Volatility 3Y:   -