DZ Bank Call 37.5 GBF 20.06.2025
/ DE000DJ39UD0
DZ Bank Call 37.5 GBF 20.06.2025/ DE000DJ39UD0 /
| 1/10/2025 6:12:13 PM |
Chg.-0.020 |
Bid6:37:24 PM |
Ask6:37:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-2.15% |
0.920
Bid Size: 21,000 |
1.020
Ask Size: 21,000 |
BILFINGER SE O.N. |
37.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ39UD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BILFINGER SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
0.86 |
| Time value: |
0.20 |
| Break-even: |
48.10 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
12.77% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.12 |
Quote data
| Open: |
0.940 |
| High: |
0.990 |
| Low: |
0.910 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.09% |
| 3 Months |
|
|
-33.58% |
| YTD |
|
|
-6.19% |
| 1 Year |
|
|
+75.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.850 |
| 1M High / 1M Low: |
1.130 |
0.850 |
| 6M High / 6M Low: |
1.630 |
0.680 |
| High (YTD): |
1/6/2025 |
0.950 |
| Low (YTD): |
1/8/2025 |
0.850 |
| 52W High: |
5/20/2024 |
1.660 |
| 52W Low: |
1/15/2024 |
0.510 |
| Avg. price 1W: |
|
0.903 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.080 |
| Avg. volume 1Y: |
|
16.206 |
| Volatility 1M: |
|
103.75% |
| Volatility 6M: |
|
96.71% |
| Volatility 1Y: |
|
98.61% |
| Volatility 3Y: |
|
- |