DZ Bank Call 50 SAX 20.06.2025
/ DE000DJ37UY0
DZ Bank Call 50 SAX 20.06.2025/ DE000DJ37UY0 /
| 2024-06-04 8:11:51 AM |
Chg.+0.05 |
Bid8:43:12 AM |
Ask8:43:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+2.84% |
1.84
Bid Size: 17,500 |
1.89
Ask Size: 17,500 |
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: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.55 |
| Time value: |
0.27 |
| Break-even: |
68.20 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
3.41% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.43 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.09% |
| 1 Month |
|
|
+22.30% |
| 3 Months |
|
|
+112.94% |
| YTD |
|
|
+90.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.69 |
| 1M High / 1M Low: |
1.93 |
1.39 |
| 6M High / 6M Low: |
1.93 |
0.78 |
| High (YTD): |
2024-05-21 |
1.93 |
| Low (YTD): |
2024-02-29 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.09% |
| Volatility 6M: |
|
83.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
