OverviewChartNewsTraderScreen

DZ Bank Call 20 DTE 21.03.2025/  DE000DJ0S280  /

Frankfurt Zert./DZB
05/06/2024  11:04:49 Chg.+0.240 Bid11:17:11 Ask11:17:11 Underlying Strike price Expiration date Option type
3.580EUR +7.19% 3.620
Bid Size: 60,000		 3.640
Ask Size: 60,000		 DT.TELEKOM AG NA 20.00 - 21/03/2025 Call
 

Master data

WKN: DJ0S28
Issuer: DZ Bank AG
Currency: EUR
Underlying: DT.TELEKOM AG NA
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 3.00
Intrinsic value: 2.25
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 2.25
Time value: 1.14
Break-even: 23.39
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.19%
Delta: 0.79
Theta: 0.00
Omega: 5.18
Rho: 0.11
 

Quote data

Open: 3.390
High: 3.620
Low: 3.390
Previous Close: 3.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.18%
1 Month  
+23.45%
3 Months  
+25.17%
YTD  
+38.76%
1 Year  
+76.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.340 2.750
1M High / 1M Low: 3.340 2.750
6M High / 6M Low: 3.910 2.340
High (YTD): 22/01/2024 3.910
Low (YTD): 14/03/2024 2.340
52W High: 22/01/2024 3.910
52W Low: 08/08/2023 1.360
Avg. price 1W:   3.134
Avg. volume 1W:   1,850
Avg. price 1M:   3.020
Avg. volume 1M:   420.455
Avg. price 6M:   2.981
Avg. volume 6M:   358
Avg. price 1Y:   2.519
Avg. volume 1Y:   174.805
Volatility 1M:   76.33%
Volatility 6M:   75.61%
Volatility 1Y:   78.90%
Volatility 3Y:   -