DZ Bank Call 5 PSM 20.06.2025
/ DE000DJ5J6S4
DZ Bank Call 5 PSM 20.06.2025/ DE000DJ5J6S4 /
| 07/06/2024 21:35:09 |
Chg.-0.230 |
Bid21:55:05 |
Ask21:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
-7.69% |
2.750
Bid Size: 4,000 |
2.840
Ask Size: 4,000 |
PROSIEBENSAT.1 NA O... |
5.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ5J6S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PROSIEBENSAT.1 NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.45 |
| Parity: |
2.46 |
| Time value: |
0.63 |
| Break-even: |
8.08 |
| Moneyness: |
1.49 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
3.01% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
2.06 |
| Rho: |
0.03 |
Quote data
| Open: |
2.990 |
| High: |
2.990 |
| Low: |
2.710 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.10% |
| 1 Month |
|
|
+1.10% |
| 3 Months |
|
|
+14.52% |
| YTD |
|
|
+102.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.200 |
2.760 |
| 1M High / 1M Low: |
3.200 |
2.600 |
| 6M High / 6M Low: |
3.380 |
1.130 |
| High (YTD): |
17/04/2024 |
3.380 |
| Low (YTD): |
07/02/2024 |
1.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.85% |
| Volatility 6M: |
|
121.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
