DZ Bank Call 40 G1A 20.06.2025
/ DE000DJ39Z69
DZ Bank Call 40 G1A 20.06.2025/ DE000DJ39Z69 /
| 24/01/2025 21:42:33 |
Chg.-0.020 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-2.11% |
0.930
Bid Size: 10,000 |
1.080
Ask Size: 10,000 |
GEA GROUP AG |
40.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ39Z6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.96 |
| Time value: |
0.12 |
| Break-even: |
50.80 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
16.13% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.01 |
| Rho: |
0.13 |
Quote data
| Open: |
0.960 |
| High: |
1.020 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.68% |
| 1 Month |
|
|
+12.05% |
| 3 Months |
|
|
+22.37% |
| YTD |
|
|
+9.41% |
| 1 Year |
|
|
+220.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.840 |
| 1M High / 1M Low: |
0.950 |
0.790 |
| 6M High / 6M Low: |
0.950 |
0.280 |
| High (YTD): |
23/01/2025 |
0.950 |
| Low (YTD): |
15/01/2025 |
0.790 |
| 52W High: |
23/01/2025 |
0.950 |
| 52W Low: |
18/04/2024 |
0.240 |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.492 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
66.64% |
| Volatility 6M: |
|
88.40% |
| Volatility 1Y: |
|
110.48% |
| Volatility 3Y: |
|
- |