DZ Bank Call 7.5 PSM 20.06.2025
/ DE000DJ45R87
DZ Bank Call 7.5 PSM 20.06.2025/ DE000DJ45R87 /
2024-06-13 7:34:28 PM |
Chg.-0.270 |
Bid2024-06-13 |
Ask2024-06-13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
-21.09% |
1.010 Bid Size: 14,000 |
1.060 Ask Size: 14,000 |
PROSIEBENSAT.1 NA O... |
7.50 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ45R8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-28 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.44 |
Parity: |
-0.22 |
Time value: |
1.34 |
Break-even: |
8.84 |
Moneyness: |
0.97 |
Premium: |
0.21 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.06 |
Spread %: |
4.69% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
3.24 |
Rho: |
0.03 |
Quote data
Open: |
1.280 |
High: |
1.280 |
Low: |
1.010 |
Previous Close: |
1.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-29.86% |
1 Month |
|
|
-27.86% |
3 Months |
|
|
+12.22% |
YTD |
|
|
+114.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.440 |
1.150 |
1M High / 1M Low: |
1.620 |
1.150 |
6M High / 6M Low: |
1.800 |
0.350 |
High (YTD): |
2024-04-17 |
1.800 |
Low (YTD): |
2024-02-07 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.372 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.948 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.28% |
Volatility 6M: |
|
177.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |