DZ Bank Call 20 VNA 19.12.2025
/ DE000DJ5J7T0
DZ Bank Call 20 VNA 19.12.2025/ DE000DJ5J7T0 /
| 2024-04-29 8:19:26 AM |
Chg.+0.040 |
Bid8:35:52 AM |
Ask8:35:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+5.97% |
0.710
Bid Size: 18,000 |
-
Ask Size: - |
VONOVIA SE NA O.N. |
20.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ5J7T |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.37 |
| Parity: |
0.59 |
| Time value: |
0.20 |
| Break-even: |
27.90 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
11.27% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
2.81 |
| Rho: |
0.23 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.58% |
| 1 Month |
|
|
-14.46% |
| 3 Months |
|
|
-25.26% |
| YTD |
|
|
-29.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.660 |
| 1M High / 1M Low: |
0.810 |
0.600 |
| 6M High / 6M Low: |
1.020 |
0.420 |
| High (YTD): |
2024-01-31 |
1.020 |
| Low (YTD): |
2024-04-19 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.791 |
| Avg. volume 6M: |
|
208 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.38% |
| Volatility 6M: |
|
99.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
