DZ Bank Call 4 DEZ 20.06.2025
/ DE000DJ4YPR9
DZ Bank Call 4 DEZ 20.06.2025/ DE000DJ4YPR9 /
2024-05-28 4:04:32 PM |
Chg.-0.050 |
Bid4:12:43 PM |
Ask4:12:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.730EUR |
-2.81% |
1.750 Bid Size: 20,000 |
1.780 Ask Size: 20,000 |
DEUTZ AG O.N. |
4.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ4YPR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-18 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.46 |
Implied volatility: |
0.47 |
Historic volatility: |
0.33 |
Parity: |
1.46 |
Time value: |
0.46 |
Break-even: |
5.91 |
Moneyness: |
1.36 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
4.95% |
Delta: |
0.83 |
Theta: |
0.00 |
Omega: |
2.38 |
Rho: |
0.03 |
Quote data
Open: |
1.800 |
High: |
1.850 |
Low: |
1.730 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.26% |
1 Month |
|
|
-11.28% |
3 Months |
|
|
-6.49% |
YTD |
|
|
+39.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.780 |
1.680 |
1M High / 1M Low: |
2.050 |
1.630 |
6M High / 6M Low: |
2.440 |
0.840 |
High (YTD): |
2024-04-11 |
2.440 |
Low (YTD): |
2024-01-17 |
0.950 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.782 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.699 |
Avg. volume 6M: |
|
16.935 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.86% |
Volatility 6M: |
|
103.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |