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DZ Bank Call 270 3V64 17.01.2025/  DE000DJ0BM52  /

Frankfurt Zert./DZB
1/10/2025  5:12:27 PM Chg.-0.500 Bid5:34:38 PM Ask- Underlying Strike price Expiration date Option type
3.780EUR -11.68% 3.760
Bid Size: 20,000		 -
Ask Size: -		 VISA INC. CL. A DL -... 270.00 - 1/17/2025 Call
 

Master data

WKN: DJ0BM5
Issuer: DZ Bank AG
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 1/17/2025
Issue date: 3/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.09
Leverage: Yes

Calculated values

Fair value: 3.37
Intrinsic value: 3.36
Implied volatility: 1.39
Historic volatility: 0.16
Parity: 3.36
Time value: 0.92
Break-even: 312.80
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 3.75
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -1.31
Omega: 5.40
Rho: 0.04
 

Quote data

Open: 4.260
High: 4.260
Low: 3.740
Previous Close: 4.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -8.47%
3 Months  
+139.24%
YTD
  -19.57%
1 Year  
+68.00%
3 Years     -
5 Years     -
1W High / 1W Low: 4.410 4.100
1M High / 1M Low: 4.750 4.100
6M High / 6M Low: 4.750 0.950
High (YTD): 1/2/2025 4.460
Low (YTD): 1/7/2025 4.100
52W High: 12/20/2024 4.750
52W Low: 7/24/2024 0.950
Avg. price 1W:   4.236
Avg. volume 1W:   0.000
Avg. price 1M:   4.437
Avg. volume 1M:   6.111
Avg. price 6M:   2.552
Avg. volume 6M:   2.795
Avg. price 1Y:   2.543
Avg. volume 1Y:   64.390
Volatility 1M:   57.65%
Volatility 6M:   159.09%
Volatility 1Y:   133.84%
Volatility 3Y:   -