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DZ Bank Call 27 FRE 21.03.2025/  DE000DJ8J7F6  /

Frankfurt Zert./DZB
1/23/2025  9:42:19 PM Chg.+0.100 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.020EUR +10.87% 1.030
Bid Size: 15,000		 1.050
Ask Size: 15,000		 FRESENIUS SE+CO.KGAA... 27.00 - 3/21/2025 Call
 

Master data

WKN: DJ8J7F
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 3/21/2025
Issue date: 1/17/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.82
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.89
Implied volatility: 0.59
Historic volatility: 0.20
Parity: 0.89
Time value: 0.05
Break-even: 36.40
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.17%
Delta: 0.91
Theta: -0.01
Omega: 3.49
Rho: 0.04
 

Quote data

Open: 0.930
High: 1.020
Low: 0.930
Previous Close: 0.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+47.83%
3 Months  
+39.73%
YTD  
+47.83%
1 Year  
+200.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.020 0.920
1M High / 1M Low: 1.020 0.670
6M High / 6M Low: 1.020 0.520
High (YTD): 1/23/2025 1.020
Low (YTD): 1/2/2025 0.670
52W High: 1/23/2025 1.020
52W Low: 4/3/2024 0.200
Avg. price 1W:   0.966
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   0.720
Avg. volume 6M:   0.000
Avg. price 1Y:   0.533
Avg. volume 1Y:   0.000
Volatility 1M:   70.27%
Volatility 6M:   84.04%
Volatility 1Y:   96.75%
Volatility 3Y:   -