DZ Bank Call 5.5 PBB 20.06.2025
/ DE000DJ879P2
DZ Bank Call 5.5 PBB 20.06.2025/ DE000DJ879P2 /
| 2024-09-23 8:04:30 AM |
Chg.-0.030 |
Bid10:39:19 AM |
Ask10:39:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-3.85% |
0.770
Bid Size: 20,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
5.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ879P |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.43 |
| Parity: |
0.27 |
| Time value: |
0.51 |
| Break-even: |
6.27 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
4.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+82.93% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.600 |
| 1M High / 1M Low: |
0.840 |
0.400 |
| 6M High / 6M Low: |
1.100 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.703 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.89% |
| Volatility 6M: |
|
172.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
