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DZ Bank Call 37.5 EBO 20.06.2025/  DE000DJ4FP36  /

EUWAX
2024-09-25  8:10:06 AM Chg.-0.03 Bid1:40:55 PM Ask1:40:55 PM Underlying Strike price Expiration date Option type
1.11EUR -2.63% 1.19
Bid Size: 50,000		 1.21
Ask Size: 50,000		 ERSTE GROUP BNK INH.... 37.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4FP3
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.02
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.00
Time value: 0.18
Break-even: 49.30
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 5.36%
Delta: 0.87
Theta: -0.01
Omega: 3.50
Rho: 0.22
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.48%
1 Month
  -9.76%
3 Months  
+29.07%
YTD  
+184.62%
1 Year  
+344.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 1.14
1M High / 1M Low: 1.37 1.14
6M High / 6M Low: 1.37 0.52
High (YTD): 2024-09-03 1.37
Low (YTD): 2024-03-06 0.36
52W High: 2024-09-03 1.37
52W Low: 2023-09-27 0.23
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   0.69
Avg. volume 1Y:   0.00
Volatility 1M:   61.30%
Volatility 6M:   95.81%
Volatility 1Y:   95.97%
Volatility 3Y:   -