DZ Bank Call 180 ALV 21.03.2025
/ DE000DJ0SXH4
DZ Bank Call 180 ALV 21.03.2025/ DE000DJ0SXH4 /
| 2024-06-05 9:15:18 AM |
Chg.-0.48 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.97EUR |
-5.08% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
180.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0SXH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.72 |
| Intrinsic value: |
8.20 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
8.20 |
| Time value: |
0.73 |
| Break-even: |
269.30 |
| Moneyness: |
1.46 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
0.68% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.76 |
| Rho: |
1.25 |
Quote data
| Open: |
8.94 |
| High: |
8.97 |
| Low: |
8.94 |
| Previous Close: |
9.45 |
| Turnover: |
9,945.60 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.21% |
| 1 Month |
|
|
+0.79% |
| 3 Months |
|
|
+22.21% |
| YTD |
|
|
+38.64% |
| 1 Year |
|
|
+105.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.50 |
9.08 |
| 1M High / 1M Low: |
9.50 |
8.52 |
| 6M High / 6M Low: |
9.82 |
6.26 |
| High (YTD): |
2024-04-02 |
9.82 |
| Low (YTD): |
2024-01-11 |
6.44 |
| 52W High: |
2024-04-02 |
9.82 |
| 52W Low: |
2023-07-06 |
3.84 |
| Avg. price 1W: |
|
9.30 |
| Avg. volume 1W: |
|
112 |
| Avg. price 1M: |
|
9.16 |
| Avg. volume 1M: |
|
53.18 |
| Avg. price 6M: |
|
7.84 |
| Avg. volume 6M: |
|
442.06 |
| Avg. price 1Y: |
|
6.39 |
| Avg. volume 1Y: |
|
215.85 |
| Volatility 1M: |
|
39.12% |
| Volatility 6M: |
|
42.20% |
| Volatility 1Y: |
|
47.18% |
| Volatility 3Y: |
|
- |
