DZ Bank Call 40 EBO 20.06.2025
/ DE000DJ4FP44
DZ Bank Call 40 EBO 20.06.2025/ DE000DJ4FP44 /
| 2024-06-14 9:34:50 PM |
Chg.-0.100 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-14.49% |
0.600
Bid Size: 5,000 |
0.630
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4FP4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
0.43 |
| Break-even: |
46.30 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.50 |
| Rho: |
0.22 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.560 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.37% |
| 1 Month |
|
|
-31.40% |
| 3 Months |
|
|
+73.53% |
| YTD |
|
|
+96.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.590 |
| 1M High / 1M Low: |
0.860 |
0.590 |
| 6M High / 6M Low: |
0.860 |
0.250 |
| High (YTD): |
2024-05-17 |
0.860 |
| Low (YTD): |
2024-03-05 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.08% |
| Volatility 6M: |
|
106.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
