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DZ Bank Call 28 FRE 21.03.2025/  DE000DJ0S389  /

Frankfurt Zert./DZB
1/23/2025  9:42:25 PM Chg.+0.100 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.930EUR +12.05% 0.940
Bid Size: 15,000		 0.960
Ask Size: 15,000		 FRESENIUS SE+CO.KGAA... 28.00 - 3/21/2025 Call
 

Master data

WKN: DJ0S38
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.79
Implied volatility: 0.57
Historic volatility: 0.20
Parity: 0.79
Time value: 0.06
Break-even: 36.50
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.41%
Delta: 0.89
Theta: -0.02
Omega: 3.77
Rho: 0.04
 

Quote data

Open: 0.840
High: 0.930
Low: 0.840
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month  
+47.62%
3 Months  
+40.91%
YTD  
+47.62%
1 Year  
+220.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.830
1M High / 1M Low: 0.930 0.610
6M High / 6M Low: 0.930 0.450
High (YTD): 1/23/2025 0.930
Low (YTD): 1/2/2025 0.610
52W High: 1/23/2025 0.930
52W Low: 4/3/2024 0.160
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.752
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   204.724
Volatility 1M:   78.79%
Volatility 6M:   90.15%
Volatility 1Y:   106.06%
Volatility 3Y:   -