DZ Bank Call 45 G1A 20.06.2025
/ DE000DJ39Z77
DZ Bank Call 45 G1A 20.06.2025/ DE000DJ39Z77 /
| 1/10/2025 1:08:45 PM |
Chg.+0.020 |
Bid1:28:13 PM |
Ask1:28:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+3.92% |
0.530
Bid Size: 100,000 |
0.550
Ask Size: 100,000 |
GEA GROUP AG |
45.00 EUR |
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 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.40 |
| Time value: |
0.17 |
| Break-even: |
50.70 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.55 |
| Rho: |
0.14 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.78% |
| 1 Month |
|
|
+6.00% |
| 3 Months |
|
|
+32.50% |
| YTD |
|
|
+10.42% |
| 1 Year |
|
|
+211.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.580 |
0.450 |
| 6M High / 6M Low: |
0.580 |
0.120 |
| High (YTD): |
1/9/2025 |
0.510 |
| Low (YTD): |
1/3/2025 |
0.450 |
| 52W High: |
12/11/2024 |
0.580 |
| 52W Low: |
4/17/2024 |
0.100 |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.239 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
100.10% |
| Volatility 6M: |
|
132.33% |
| Volatility 1Y: |
|
150.05% |
| Volatility 3Y: |
|
- |