DZ Bank Call 5.5 PSM 20.06.2025
/ DE000DJ5LG53
DZ Bank Call 5.5 PSM 20.06.2025/ DE000DJ5LG53 /
07/06/2024 08:26:35 |
Chg.0.00 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
2.63EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
PROSIEBENSAT.1 NA O... |
5.50 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ5LG5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
20/06/2025 |
Issue date: |
23/10/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.53 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.54 |
Historic volatility: |
0.45 |
Parity: |
1.96 |
Time value: |
0.76 |
Break-even: |
8.21 |
Moneyness: |
1.36 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.09 |
Spread %: |
3.44% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
2.24 |
Rho: |
0.03 |
Quote data
Open: |
2.63 |
High: |
2.63 |
Low: |
2.63 |
Previous Close: |
2.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+12.39% |
3 Months |
|
|
+32.83% |
YTD |
|
|
+148.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.84 |
2.63 |
1M High / 1M Low: |
2.84 |
2.25 |
6M High / 6M Low: |
3.09 |
0.91 |
High (YTD): |
18/04/2024 |
3.09 |
Low (YTD): |
08/02/2024 |
0.93 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.87% |
Volatility 6M: |
|
147.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |