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DZ Bank Call 28 VNA 21.03.2025/  DE000DJ06NJ1  /

Frankfurt Zert./DZB
2024-05-30  6:04:33 PM Chg.+0.010 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.370
Bid Size: 18,000		 0.410
Ask Size: 18,000		 VONOVIA SE NA O.N. 28.00 - 2025-03-21 Call
 

Master data

WKN: DJ06NJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-03-21
Issue date: 2023-04-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.98
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.37
Parity: -0.01
Time value: 0.40
Break-even: 32.00
Moneyness: 1.00
Premium: 0.15
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 11.11%
Delta: 0.60
Theta: -0.01
Omega: 4.17
Rho: 0.10
 

Quote data

Open: 0.350
High: 0.390
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+27.59%
3 Months  
+19.35%
YTD
  -28.85%
1 Year  
+362.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.490 0.290
6M High / 6M Low: 0.530 0.190
High (YTD): 2024-05-15 0.490
Low (YTD): 2024-04-18 0.190
52W High: 2023-12-28 0.530
52W Low: 2023-06-26 0.070
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   26.613
Avg. price 1Y:   0.270
Avg. volume 1Y:   169.141
Volatility 1M:   144.20%
Volatility 6M:   133.45%
Volatility 1Y:   165.32%
Volatility 3Y:   -