DZ Bank Call 265 ALV 21.03.2025
/ DE000DJ0SX01
DZ Bank Call 265 ALV 21.03.2025/ DE000DJ0SX01 /
| 14/05/2024 08:15:08 |
Chg.+0.03 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
+1.35% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
265.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DJ0SX0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
30/03/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
2.20 |
| Break-even: |
288.10 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.76% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
7.12 |
| Rho: |
1.21 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.78% |
| 1 Month |
|
|
+36.97% |
| 3 Months |
|
|
+98.25% |
| YTD |
|
|
+111.22% |
| 1 Year |
|
|
+218.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.04 |
| 1M High / 1M Low: |
2.27 |
1.54 |
| 6M High / 6M Low: |
2.56 |
0.62 |
| High (YTD): |
02/04/2024 |
2.56 |
| Low (YTD): |
27/02/2024 |
0.93 |
| 52W High: |
02/04/2024 |
2.56 |
| 52W Low: |
07/07/2023 |
0.41 |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
132.01% |
| Volatility 6M: |
|
115.62% |
| Volatility 1Y: |
|
113.46% |
| Volatility 3Y: |
|
- |
