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DZ Bank Call 50 FRA 20.06.2025/  DE000DJ5AEU4  /

Frankfurt Zert./DZB
1/24/2025  9:12:11 AM Chg.+0.170 Bid9:22:43 AM Ask9:22:43 AM Underlying Strike price Expiration date Option type
5.700EUR +3.07% 5.740
Bid Size: 15,000		 5.840
Ask Size: 15,000		 FRAPORT AG FFM.AIRPO... 50.00 - 6/20/2025 Call
 

Master data

WKN: DJ5AEU
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 6/20/2025
Issue date: 9/1/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 6.84
Intrinsic value: 4.90
Implied volatility: 0.15
Historic volatility: 0.26
Parity: 4.90
Time value: 0.88
Break-even: 55.78
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.51
Spread %: 9.68%
Delta: 0.88
Theta: -0.01
Omega: 8.34
Rho: 0.17
 

Quote data

Open: 5.590
High: 5.700
Low: 5.590
Previous Close: 5.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month
  -14.03%
3 Months  
+69.64%
YTD
  -16.67%
1 Year  
+3.07%
3 Years     -
5 Years     -
1W High / 1W Low: 5.530 5.290
1M High / 1M Low: 6.950 5.100
6M High / 6M Low: 6.950 2.160
High (YTD): 1/2/2025 6.950
Low (YTD): 1/16/2025 5.100
52W High: 1/2/2025 6.950
52W Low: 8/20/2024 2.160
Avg. price 1W:   5.382
Avg. volume 1W:   0.000
Avg. price 1M:   5.946
Avg. volume 1M:   0.000
Avg. price 6M:   3.766
Avg. volume 6M:   0.000
Avg. price 1Y:   4.101
Avg. volume 1Y:   0.000
Volatility 1M:   77.94%
Volatility 6M:   132.24%
Volatility 1Y:   108.99%
Volatility 3Y:   -