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DZ Bank Call 27.5 VVD 20.06.2025/  DE000DJ40CK1  /

EUWAX
2024-09-26  3:35:18 PM Chg.+0.040 Bid3:59:35 PM Ask3:59:35 PM Underlying Strike price Expiration date Option type
0.410EUR +10.81% 0.410
Bid Size: 100,000		 0.420
Ask Size: 100,000		 VEOLIA ENVIRONNE. EO... 27.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ40CK
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 27.50 EUR
Maturity: 2025-06-20
Issue date: 2023-08-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.60
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.22
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.22
Time value: 0.18
Break-even: 31.40
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.73
Theta: -0.01
Omega: 5.53
Rho: 0.13
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.81%
3 Months  
+7.89%
YTD  
+7.89%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.370
1M High / 1M Low: 0.420 0.360
6M High / 6M Low: 0.560 0.240
High (YTD): 2024-06-06 0.560
Low (YTD): 2024-08-05 0.240
52W High: 2024-06-06 0.560
52W Low: 2024-08-05 0.240
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   89.74%
Volatility 6M:   112.49%
Volatility 1Y:   99.81%
Volatility 3Y:   -