DZ Bank Call 6.5 PSM 19.12.2025
/ DE000DJ82LV1
DZ Bank Call 6.5 PSM 19.12.2025/ DE000DJ82LV1 /
17/05/2024 17:04:40 |
Chg.-0.030 |
Bid17:15:33 |
Ask17:15:33 |
Underlying |
Strike price |
Expiration date |
Option type |
2.420EUR |
-1.22% |
2.370 Bid Size: 40,000 |
2.390 Ask Size: 40,000 |
PROSIEBENSAT.1 NA O... |
6.50 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DJ82LV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 EUR |
Maturity: |
19/12/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.49 |
Historic volatility: |
0.44 |
Parity: |
1.11 |
Time value: |
1.42 |
Break-even: |
9.02 |
Moneyness: |
1.17 |
Premium: |
0.19 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.06 |
Spread %: |
2.44% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
2.25 |
Rho: |
0.05 |
Quote data
Open: |
2.430 |
High: |
2.460 |
Low: |
2.400 |
Previous Close: |
2.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.50% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
+116.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.450 |
2.100 |
1M High / 1M Low: |
2.640 |
2.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |