DZ Bank Call 50 SAX 20.06.2025
/ DE000DJ37UY0
DZ Bank Call 50 SAX 20.06.2025/ DE000DJ37UY0 /
2024-05-29 9:04:55 AM |
Chg.+0.010 |
Bid9:08:56 AM |
Ask9:08:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
+0.56% |
1.780 Bid Size: 50,000 |
1.800 Ask Size: 50,000 |
STROEER SE + CO. KGA... |
50.00 - |
2025-06-20 |
Call |
Master data
WKN: |
DJ37UY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.89 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
1.65 |
Time value: |
0.26 |
Break-even: |
69.00 |
Moneyness: |
1.33 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
3.26% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.24 |
Rho: |
0.45 |
Quote data
Open: |
1.780 |
High: |
1.790 |
Low: |
1.780 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.76% |
1 Month |
|
|
+35.61% |
3 Months |
|
|
+129.49% |
YTD |
|
|
+84.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.880 |
1.780 |
1M High / 1M Low: |
1.920 |
1.290 |
6M High / 6M Low: |
1.920 |
0.780 |
High (YTD): |
2024-05-20 |
1.920 |
Low (YTD): |
2024-02-29 |
0.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.616 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.33% |
Volatility 6M: |
|
83.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |