DZ Bank Call 45 SBS 19.12.2025
/ DE000DJ8CM53
DZ Bank Call 45 SBS 19.12.2025/ DE000DJ8CM53 /
| 07/06/2024 16:05:20 |
Chg.+0.070 |
Bid16:15:16 |
Ask16:15:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+7.29% |
1.050
Bid Size: 20,000 |
1.100
Ask Size: 20,000 |
STRATEC SE NA O.N. |
45.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8CM5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
10/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
0.18 |
| Time value: |
0.93 |
| Break-even: |
56.00 |
| Moneyness: |
1.04 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
15.79% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
2.85 |
| Rho: |
0.31 |
Quote data
| Open: |
0.970 |
| High: |
1.060 |
| Low: |
0.970 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
+47.14% |
| 3 Months |
|
|
+19.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.960 |
| 1M High / 1M Low: |
1.050 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
