DZ Bank Call 37.5 IXD1 20.06.2025/  DE000DJ6UNQ9  /

Frankfurt Zert./DZB
14/06/2024  21:34:45 Chg.-0.040 Bid21:58:52 Ask21:58:52 Underlying Strike price Expiration date Option type
1.080EUR -3.57% 1.090
Bid Size: 10,000
1.100
Ask Size: 10,000
INDITEX INH. EO... 37.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ6UNQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 20/06/2025
Issue date: 21/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.85
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.85
Time value: 0.25
Break-even: 48.50
Moneyness: 1.23
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.84
Theta: -0.01
Omega: 3.52
Rho: 0.28
 

Quote data

Open: 1.100
High: 1.110
Low: 1.030
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+18.68%
3 Months  
+5.88%
YTD  
+77.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 1.070
1M High / 1M Low: 1.130 0.860
6M High / 6M Low: 1.130 0.460
High (YTD): 12/06/2024 1.130
Low (YTD): 05/01/2024 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   0.775
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.75%
Volatility 6M:   94.83%
Volatility 1Y:   -
Volatility 3Y:   -