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DZ Bank Call 290 ALV 21.03.2025/  DE000DJ0SX50  /

Frankfurt Zert./DZB
2024-06-05  9:34:59 PM Chg.+0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.950EUR +2.15% 0.970
Bid Size: 3,000		 1.010
Ask Size: 3,000		 ALLIANZ SE NA O.N. 290.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SX5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.01
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -2.80
Time value: 0.97
Break-even: 299.70
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.36
Theta: -0.04
Omega: 9.74
Rho: 0.67
 

Quote data

Open: 0.960
High: 0.980
Low: 0.920
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.38%
1 Month  
+3.26%
3 Months  
+53.23%
YTD  
+79.25%
1 Year  
+206.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.930
1M High / 1M Low: 1.220 0.920
6M High / 6M Low: 1.450 0.410
High (YTD): 2024-03-27 1.450
Low (YTD): 2024-02-26 0.410
52W High: 2024-03-27 1.450
52W Low: 2023-07-07 0.190
Avg. price 1W:   1.064
Avg. volume 1W:   0.000
Avg. price 1M:   1.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.784
Avg. volume 6M:   0.000
Avg. price 1Y:   0.563
Avg. volume 1Y:   0.000
Volatility 1M:   127.55%
Volatility 6M:   143.22%
Volatility 1Y:   134.04%
Volatility 3Y:   -