DZ Bank Call 45 G1A 20.06.2025
/ DE000DJ39Z77
DZ Bank Call 45 G1A 20.06.2025/ DE000DJ39Z77 /
| 1/24/2025 9:42:33 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-1.82% |
0.540
Bid Size: 10,000 |
0.600
Ask Size: 10,000 |
GEA GROUP AG |
45.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ39Z7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.14 |
| Break-even: |
51.00 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
11.11% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.55 |
| Rho: |
0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.600 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+31.71% |
| YTD |
|
|
+14.89% |
| 1 Year |
|
|
+260.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.440 |
| 6M High / 6M Low: |
0.570 |
0.110 |
| High (YTD): |
1/23/2025 |
0.550 |
| Low (YTD): |
1/15/2025 |
0.440 |
| 52W High: |
12/11/2024 |
0.570 |
| 52W Low: |
4/18/2024 |
0.100 |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.341 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.252 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
72.58% |
| Volatility 6M: |
|
128.05% |
| Volatility 1Y: |
|
149.22% |
| Volatility 3Y: |
|
- |