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DZ Bank Call 295 ALV 21.03.2025/  DE000DJ0SX68  /

Frankfurt Zert./DZB
2024-06-05  9:34:41 PM Chg.+0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.810EUR +2.53% 0.830
Bid Size: 3,000		 0.870
Ask Size: 3,000		 ALLIANZ SE NA O.N. 295.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SX6
Issuer: DZ Bank AG
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 295.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.57
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -3.30
Time value: 0.83
Break-even: 303.30
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 5.06%
Delta: 0.32
Theta: -0.03
Omega: 10.17
Rho: 0.60
 

Quote data

Open: 0.820
High: 0.840
Low: 0.780
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+17.39%
3 Months  
+58.82%
YTD  
+80.00%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.790
1M High / 1M Low: 1.040 0.780
6M High / 6M Low: 1.270 0.340
High (YTD): 2024-03-28 1.270
Low (YTD): 2024-02-26 0.340
52W High: 2024-03-28 1.270
52W Low: 2023-07-07 0.160
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.671
Avg. volume 6M:   0.000
Avg. price 1Y:   0.484
Avg. volume 1Y:   0.000
Volatility 1M:   131.66%
Volatility 6M:   147.96%
Volatility 1Y:   136.25%
Volatility 3Y:   -