DZ Bank Call 270 ALV 21.03.2025
/ DE000DJ0SX19
DZ Bank Call 270 ALV 21.03.2025/ DE000DJ0SX19 /
| 2024-06-03 8:14:46 AM |
Chg.+0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+5.53% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
270.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0SX1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| 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: |
1.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
-0.17 |
| Time value: |
2.14 |
| Break-even: |
291.40 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.90% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
7.38 |
| Rho: |
1.09 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.81% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
+128.26% |
| 1 Year |
|
|
+303.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.76 |
| 1M High / 1M Low: |
2.10 |
1.44 |
| 6M High / 6M Low: |
2.30 |
0.74 |
| High (YTD): |
2024-04-02 |
2.30 |
| Low (YTD): |
2024-02-27 |
0.78 |
| 52W High: |
2024-04-02 |
2.30 |
| 52W Low: |
2023-07-07 |
0.35 |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
105.68% |
| Volatility 6M: |
|
120.16% |
| Volatility 1Y: |
|
114.55% |
| Volatility 3Y: |
|
- |
