DZ Bank Call 50 BAYN 21.03.2025
/ DE000DJ0SY26
DZ Bank Call 50 BAYN 21.03.2025/ DE000DJ0SY26 /
2024-06-14 8:16:23 AM |
Chg.-0.002 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-13.33% |
- Bid Size: - |
- Ask Size: - |
BAYER AG NA O.N. |
50.00 - |
2025-03-21 |
Call |
Master data
WKN: |
DJ0SY2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
79.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.30 |
Parity: |
-2.29 |
Time value: |
0.03 |
Break-even: |
50.34 |
Moneyness: |
0.54 |
Premium: |
0.86 |
Premium p.a.: |
1.25 |
Spread abs.: |
0.02 |
Spread %: |
142.86% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
6.72 |
Rho: |
0.01 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
-51.85% |
3 Months |
|
|
-35.00% |
YTD |
|
|
-83.75% |
1 Year |
|
|
-98.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.012 |
1M High / 1M Low: |
0.027 |
0.009 |
6M High / 6M Low: |
0.110 |
0.009 |
High (YTD): |
2024-01-04 |
0.110 |
Low (YTD): |
2024-05-30 |
0.009 |
52W High: |
2023-07-31 |
0.940 |
52W Low: |
2024-05-30 |
0.009 |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.039 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.293 |
Avg. volume 1Y: |
|
90.196 |
Volatility 1M: |
|
367.09% |
Volatility 6M: |
|
268.99% |
Volatility 1Y: |
|
209.09% |
Volatility 3Y: |
|
- |