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DZ Bank Call 12.5 CBK 20.06.2025/  DE000DJ39VB2  /

Frankfurt Zert./DZB
24/01/2025  18:42:59 Chg.-0.020 Bid24/01/2025 Ask24/01/2025 Underlying Strike price Expiration date Option type
5.790EUR -0.34% 5.790
Bid Size: 14,000		 5.890
Ask Size: 14,000		 COMMERZBANK AG 12.50 - 20/06/2025 Call
 

Master data

WKN: DJ39VB
Issuer: DZ Bank AG
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 12.50 -
Maturity: 20/06/2025
Issue date: 20/07/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 5.81
Intrinsic value: 5.64
Implied volatility: 0.44
Historic volatility: 0.32
Parity: 5.64
Time value: 0.31
Break-even: 18.44
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 1.71%
Delta: 0.93
Theta: 0.00
Omega: 2.85
Rho: 0.04
 

Quote data

Open: 5.840
High: 5.920
Low: 5.790
Previous Close: 5.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+73.87%
3 Months  
+32.80%
YTD  
+59.07%
1 Year  
+399.14%
3 Years     -
5 Years     -
1W High / 1W Low: 5.810 5.230
1M High / 1M Low: 5.810 3.460
6M High / 6M Low: 5.810 1.440
High (YTD): 23/01/2025 5.810
Low (YTD): 02/01/2025 3.460
52W High: 23/01/2025 5.810
52W Low: 08/02/2024 0.940
Avg. price 1W:   5.592
Avg. volume 1W:   0.000
Avg. price 1M:   4.591
Avg. volume 1M:   0.000
Avg. price 6M:   3.522
Avg. volume 6M:   0.000
Avg. price 1Y:   3.036
Avg. volume 1Y:   3.937
Volatility 1M:   72.98%
Volatility 6M:   175.76%
Volatility 1Y:   143.27%
Volatility 3Y:   -