DZ Bank Call 32.5 VVD 20.06.2025/  DE000DJ4HS07  /

Frankfurt Zert./DZB
2024-05-31  9:34:51 PM Chg.+0.020 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.230
Bid Size: 10,000
0.260
Ask Size: 10,000
VEOLIA ENVIRONNE. EO... 32.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4HS0
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 2025-06-20
Issue date: 2023-07-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.81
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.18
Time value: 0.26
Break-even: 35.10
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.52
Theta: -0.01
Omega: 6.09
Rho: 0.14
 

Quote data

Open: 0.220
High: 0.230
Low: 0.210
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+76.92%
3 Months  
+64.29%
YTD  
+27.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.250 0.140
6M High / 6M Low: 0.250 0.080
High (YTD): 2024-05-27 0.250
Low (YTD): 2024-04-16 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.37%
Volatility 6M:   140.98%
Volatility 1Y:   -
Volatility 3Y:   -