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DZ Bank Call 40 SAX 20.06.2025/  DE000DJ37UW4  /

Frankfurt Zert./DZB
10/01/2025  21:42:45 Chg.+0.840 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
1.620EUR +107.69% 1.640
Bid Size: 5,000		 1.790
Ask Size: 5,000		 STROEER SE + CO. KGA... 40.00 - 20/06/2025 Call
 

Master data

WKN: DJ37UW
Issuer: DZ Bank AG
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/06/2025
Issue date: 19/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.60
Implied volatility: 0.39
Historic volatility: 0.21
Parity: 0.60
Time value: 0.24
Break-even: 48.40
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 7.69%
Delta: 0.76
Theta: -0.01
Omega: 4.18
Rho: 0.12
 

Quote data

Open: 0.780
High: 1.700
Low: 0.760
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+128.17%
1 Month  
+55.77%
3 Months
  -7.95%
YTD  
+105.06%
1 Year  
+9.46%
3 Years     -
5 Years     -
1W High / 1W Low: 1.620 0.720
1M High / 1M Low: 1.620 0.710
6M High / 6M Low: 2.550 0.710
High (YTD): 10/01/2025 1.620
Low (YTD): 03/01/2025 0.710
52W High: 20/05/2024 2.760
52W Low: 03/01/2025 0.710
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.904
Avg. volume 1M:   0.000
Avg. price 6M:   1.649
Avg. volume 6M:   0.000
Avg. price 1Y:   1.812
Avg. volume 1Y:   0.000
Volatility 1M:   373.74%
Volatility 6M:   165.55%
Volatility 1Y:   123.75%
Volatility 3Y:   -