OverviewChartNewsTraderScreen

DZ Bank Call 40 EBO 20.06.2025/  DE000DJ4FP44  /

Frankfurt Zert./DZB
2024-09-25  10:04:36 AM Chg.+0.010 Bid10:13:50 AM Ask10:13:50 AM Underlying Strike price Expiration date Option type
0.920EUR +1.10% 0.930
Bid Size: 50,000		 0.950
Ask Size: 50,000		 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: 4.89
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.75
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.75
Time value: 0.22
Break-even: 49.70
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 6.59%
Delta: 0.82
Theta: -0.01
Omega: 4.02
Rho: 0.22
 

Quote data

Open: 0.900
High: 0.930
Low: 0.900
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.08%
1 Month
  -11.54%
3 Months  
+29.58%
YTD  
+206.67%
1 Year  
+411.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.910
1M High / 1M Low: 1.160 0.910
6M High / 6M Low: 1.160 0.380
High (YTD): 2024-09-02 1.160
Low (YTD): 2024-03-05 0.250
52W High: 2024-09-02 1.160
52W Low: 2023-09-26 0.170
Avg. price 1W:   0.954
Avg. volume 1W:   0.000
Avg. price 1M:   1.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   0.000
Avg. price 1Y:   0.552
Avg. volume 1Y:   0.000
Volatility 1M:   86.63%
Volatility 6M:   93.99%
Volatility 1Y:   102.78%
Volatility 3Y:   -