DZ Bank Call 36 IFX 21.03.2025
/ DE000DJ0S5T8
DZ Bank Call 36 IFX 21.03.2025/ DE000DJ0S5T8 /
9/20/2024 10:04:29 AM |
Chg.-0.021 |
Bid10:14:29 AM |
Ask10:14:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.089EUR |
-19.09% |
0.090 Bid Size: 100,000 |
0.100 Ask Size: 100,000 |
INFINEON TECH.AG NA ... |
36.00 - |
3/21/2025 |
Call |
Master data
WKN: |
DJ0S5T |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
INFINEON TECH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/30/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.36 |
Parity: |
-0.52 |
Time value: |
0.15 |
Break-even: |
37.50 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.04 |
Spread %: |
36.36% |
Delta: |
0.33 |
Theta: |
-0.01 |
Omega: |
6.88 |
Rho: |
0.04 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.089 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.11% |
1 Month |
|
|
-25.83% |
3 Months |
|
|
-75.95% |
YTD |
|
|
-87.46% |
1 Year |
|
|
-76.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.070 |
1M High / 1M Low: |
0.200 |
0.060 |
6M High / 6M Low: |
0.610 |
0.060 |
High (YTD): |
1/2/2024 |
0.630 |
Low (YTD): |
9/10/2024 |
0.060 |
52W High: |
12/15/2023 |
0.770 |
52W Low: |
9/10/2024 |
0.060 |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.316 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.383 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
274.18% |
Volatility 6M: |
|
225.35% |
Volatility 1Y: |
|
189.69% |
Volatility 3Y: |
|
- |