DZ Bank Call 40 SBS 20.06.2025
/ DE000DJ278X1
DZ Bank Call 40 SBS 20.06.2025/ DE000DJ278X1 /
| 16/05/2024 21:34:52 |
Chg.0.000 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
0.820
Bid Size: 2,000 |
0.970
Ask Size: 2,000 |
STRATEC SE NA O.N. |
40.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ278X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.36 |
| Parity: |
0.37 |
| Time value: |
0.60 |
| Break-even: |
49.70 |
| Moneyness: |
1.09 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
18.29% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.15 |
| Rho: |
0.23 |
Quote data
| Open: |
0.830 |
| High: |
0.890 |
| Low: |
0.830 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.69% |
| 1 Month |
|
|
+33.87% |
| 3 Months |
|
|
-17.82% |
| YTD |
|
|
-27.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.650 |
| 1M High / 1M Low: |
0.830 |
0.570 |
| 6M High / 6M Low: |
1.320 |
0.460 |
| High (YTD): |
22/02/2024 |
1.050 |
| Low (YTD): |
04/04/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.11% |
| Volatility 6M: |
|
124.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
