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DZ Bank Call 285 ALV 21.03.2025/  DE000DJ0SX43  /

Frankfurt Zert./DZB
2024-06-12  9:34:47 PM Chg.+0.070 Bid9:59:13 PM Ask9:59:13 PM Underlying Strike price Expiration date Option type
0.840EUR +9.09% 0.850
Bid Size: 3,000		 0.890
Ask Size: 3,000		 ALLIANZ SE NA O.N. 285.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SX4
Issuer: DZ Bank AG
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 285.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.23
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -2.89
Time value: 0.82
Break-even: 293.20
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.34
Theta: -0.03
Omega: 10.48
Rho: 0.60
 

Quote data

Open: 0.810
High: 0.910
Low: 0.810
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.75%
1 Month
  -31.15%
3 Months
  -14.29%
YTD  
+40.00%
1 Year  
+180.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.770
1M High / 1M Low: 1.340 0.770
6M High / 6M Low: 1.560 0.460
High (YTD): 2024-03-28 1.560
Low (YTD): 2024-02-26 0.460
52W High: 2024-03-28 1.560
52W Low: 2023-07-07 0.220
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   1.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.882
Avg. volume 6M:   0.000
Avg. price 1Y:   0.641
Avg. volume 1Y:   0.000
Volatility 1M:   124.10%
Volatility 6M:   145.07%
Volatility 1Y:   132.37%
Volatility 3Y:   -