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DZ Bank Call 9.6 DBK 21.03.2025/  DE000DJ0S108  /

Frankfurt Zert./DZB
05/06/2024  21:34:42 Chg.-0.030 Bid21:59:36 Ask21:59:36 Underlying Strike price Expiration date Option type
5.880EUR -0.51% 5.900
Bid Size: 6,000		 5.980
Ask Size: 6,000		 DEUTSCHE BANK AG NA ... 9.60 - 21/03/2025 Call
 

Master data

WKN: DJ0S10
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.60 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 5.72
Intrinsic value: 5.43
Implied volatility: 0.46
Historic volatility: 0.26
Parity: 5.43
Time value: 0.56
Break-even: 15.59
Moneyness: 1.57
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 1.35%
Delta: 0.91
Theta: 0.00
Omega: 2.29
Rho: 0.06
 

Quote data

Open: 5.960
High: 6.010
Low: 5.750
Previous Close: 5.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.47%
1 Month  
+1.55%
3 Months  
+69.45%
YTD  
+71.43%
1 Year  
+159.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.310 5.910
1M High / 1M Low: 6.590 5.910
6M High / 6M Low: 7.200 2.730
High (YTD): 25/04/2024 7.200
Low (YTD): 09/02/2024 2.730
52W High: 25/04/2024 7.200
52W Low: 24/10/2023 1.600
Avg. price 1W:   6.166
Avg. volume 1W:   0.000
Avg. price 1M:   6.379
Avg. volume 1M:   0.000
Avg. price 6M:   4.374
Avg. volume 6M:   0.000
Avg. price 1Y:   3.229
Avg. volume 1Y:   .488
Volatility 1M:   47.27%
Volatility 6M:   74.31%
Volatility 1Y:   75.97%
Volatility 3Y:   -