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DZ Bank Call 25 FRE 21.03.2025/  DE000DJ0S371  /

Frankfurt Zert./DZB
24/01/2025  21:42:49 Chg.-0.020 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
1.210EUR -1.63% 1.220
Bid Size: 15,000		 1.240
Ask Size: 15,000		 FRESENIUS SE+CO.KGAA... 25.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S37
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.18
Implied volatility: 0.89
Historic volatility: 0.20
Parity: 1.18
Time value: 0.08
Break-even: 37.60
Moneyness: 1.47
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.61%
Delta: 0.90
Theta: -0.02
Omega: 2.63
Rho: 0.03
 

Quote data

Open: 1.240
High: 1.240
Low: 1.210
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.42%
1 Month  
+37.50%
3 Months  
+31.52%
YTD  
+37.50%
1 Year  
+168.89%
3 Years     -
5 Years     -
1W High / 1W Low: 1.230 1.130
1M High / 1M Low: 1.230 0.860
6M High / 6M Low: 1.230 0.670
High (YTD): 23/01/2025 1.230
Low (YTD): 02/01/2025 0.860
52W High: 23/01/2025 1.230
52W Low: 03/04/2024 0.290
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.901
Avg. volume 6M:   1,811
Avg. price 1Y:   0.683
Avg. volume 1Y:   944.870
Volatility 1M:   59.47%
Volatility 6M:   71.28%
Volatility 1Y:   84.35%
Volatility 3Y:   -