DZ Bank Call 32.5 VVD 20.06.2025/  DE000DJ4HS07  /

Frankfurt Zert./DZB
2024-09-20  9:34:29 PM Chg.+0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.120
Bid Size: 10,000
0.150
Ask Size: 10,000
VEOLIA ENVIRONNE. EO... 32.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4HS0
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 2025-06-20
Issue date: 2023-07-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.12
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.23
Time value: 0.15
Break-even: 34.00
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 25.00%
Delta: 0.43
Theta: 0.00
Omega: 8.55
Rho: 0.08
 

Quote data

Open: 0.140
High: 0.150
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+44.44%
3 Months
  -7.14%
YTD
  -27.78%
1 Year
  -38.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.130 0.090
6M High / 6M Low: 0.270 0.065
High (YTD): 2024-06-06 0.270
Low (YTD): 2024-08-05 0.065
52W High: 2024-06-06 0.270
52W Low: 2024-08-05 0.065
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   170.49%
Volatility 6M:   161.13%
Volatility 1Y:   147.58%
Volatility 3Y:   -