DZ Bank Call 4.5 DEZ 20.06.2025
/ DE000DJ4W326
DZ Bank Call 4.5 DEZ 20.06.2025/ DE000DJ4W326 /
| 2024-05-27 6:09:36 PM |
Chg.+0.10 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+7.30% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
4.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4W32 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
0.84 |
| Time value: |
0.61 |
| Break-even: |
5.94 |
| Moneyness: |
1.19 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
6.67% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
2.81 |
| Rho: |
0.03 |
Quote data
| Open: |
1.35 |
| High: |
1.49 |
| Low: |
1.35 |
| Previous Close: |
1.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.13% |
| 3 Months |
|
|
-6.37% |
| YTD |
|
|
+51.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.33 |
| 1M High / 1M Low: |
1.69 |
1.33 |
| 6M High / 6M Low: |
2.06 |
0.62 |
| High (YTD): |
2024-04-11 |
2.06 |
| Low (YTD): |
2024-01-17 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
236.84 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
741.94 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.81% |
| Volatility 6M: |
|
120.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
