DZ Bank Call 6.5 PSM 20.06.2025
/ DE000DJ7RS10
DZ Bank Call 6.5 PSM 20.06.2025/ DE000DJ7RS10 /
| 6/7/2024 2:04:39 PM |
Chg.-0.130 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
-6.50% |
1.870
Bid Size: 40,000 |
1.890
Ask Size: 40,000 |
PROSIEBENSAT.1 NA O... |
6.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ7RS1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PROSIEBENSAT.1 NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/18/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.45 |
| Parity: |
0.96 |
| Time value: |
1.11 |
| Break-even: |
8.56 |
| Moneyness: |
1.15 |
| Premium: |
0.15 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
3.00% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
2.62 |
| Rho: |
0.03 |
Quote data
| Open: |
2.000 |
| High: |
2.000 |
| Low: |
1.860 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+44.96% |
| YTD |
|
|
+156.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.990 |
| 1M High / 1M Low: |
2.200 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/17/2024 |
2.370 |
| Low (YTD): |
2/7/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
