DZ Bank Call 22.5 MUX 20.06.2025
/ DE000DJ4BSS9
DZ Bank Call 22.5 MUX 20.06.2025/ DE000DJ4BSS9 /
| 25/06/2024 08:24:27 |
Chg.-0.08 |
Bid10:53:21 |
Ask10:53:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-6.30% |
1.19
Bid Size: 20,000 |
1.22
Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
22.50 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ4BSS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
20/06/2025 |
| Issue date: |
24/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.33 |
| Parity: |
1.04 |
| Time value: |
0.30 |
| Break-even: |
35.80 |
| Moneyness: |
1.46 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
12.71% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.08 |
| Rho: |
0.14 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.19% |
| 1 Month |
|
|
-35.33% |
| 3 Months |
|
|
-9.16% |
| YTD |
|
|
-19.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.12 |
| 1M High / 1M Low: |
2.01 |
1.12 |
| 6M High / 6M Low: |
2.16 |
1.12 |
| High (YTD): |
14/05/2024 |
2.16 |
| Low (YTD): |
21/06/2024 |
1.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
21.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.36% |
| Volatility 6M: |
|
73.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
