DZ Bank Call 145 BEI 21.03.2025
/ DE000DJ0SZS6
DZ Bank Call 145 BEI 21.03.2025/ DE000DJ0SZS6 /
| 2024-06-07 8:15:48 AM |
Chg.-0.07 |
Bid11:30:20 AM |
Ask11:30:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-6.60% |
1.12
Bid Size: 40,000 |
1.15
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
145.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0SZS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.21 |
| Time value: |
1.14 |
| Break-even: |
156.40 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
11.76% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
7.12 |
| Rho: |
0.55 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-12.39% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+19.28% |
| 1 Year |
|
|
+57.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.06 |
| 1M High / 1M Low: |
1.30 |
1.04 |
| 6M High / 6M Low: |
1.30 |
0.46 |
| High (YTD): |
2024-05-13 |
1.30 |
| Low (YTD): |
2024-04-11 |
0.46 |
| 52W High: |
2024-05-13 |
1.30 |
| 52W Low: |
2023-08-02 |
0.41 |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.09% |
| Volatility 6M: |
|
136.60% |
| Volatility 1Y: |
|
125.26% |
| Volatility 3Y: |
|
- |
