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DZ Bank Call 9.5 DBK 21.03.2025/  DE000DJ0S1Z4  /

Frankfurt Zert./DZB
2024-06-05  9:34:58 PM Chg.-0.030 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
5.970EUR -0.50% 5.990
Bid Size: 6,000		 6.070
Ask Size: 6,000		 DEUTSCHE BANK AG NA ... 9.50 - 2025-03-21 Call
 

Master data

WKN: DJ0S1Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.47
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 5.53
Implied volatility: 0.47
Historic volatility: 0.26
Parity: 5.53
Time value: 0.56
Break-even: 15.59
Moneyness: 1.58
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 1.33%
Delta: 0.92
Theta: 0.00
Omega: 2.26
Rho: 0.06
 

Quote data

Open: 6.050
High: 6.100
Low: 5.840
Previous Close: 6.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.86%
1 Month
  -4.33%
3 Months  
+69.60%
YTD  
+70.57%
1 Year  
+142.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.410 5.970
1M High / 1M Low: 6.680 5.970
6M High / 6M Low: 7.290 2.800
High (YTD): 2024-04-25 7.290
Low (YTD): 2024-02-09 2.800
52W High: 2024-04-25 7.290
52W Low: 2023-10-24 1.640
Avg. price 1W:   6.190
Avg. volume 1W:   0.000
Avg. price 1M:   6.450
Avg. volume 1M:   0.000
Avg. price 6M:   4.478
Avg. volume 6M:   0.000
Avg. price 1Y:   3.306
Avg. volume 1Y:   0.000
Volatility 1M:   45.51%
Volatility 6M:   73.45%
Volatility 1Y:   75.17%
Volatility 3Y:   -