DZ Bank Call 9.6 DBK 21.03.2025
/ DE000DJ0S108
DZ Bank Call 9.6 DBK 21.03.2025/ DE000DJ0S108 /
| 2024-06-05 8:15:55 AM |
Chg.-0.21 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
-3.41% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
9.60 - |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| 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: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
6.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
+4.75% |
| 3 Months |
|
|
+73.98% |
| YTD |
|
|
+73.98% |
| 1 Year |
|
|
+158.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.44 |
6.11 |
| 1M High / 1M Low: |
6.61 |
5.82 |
| 6M High / 6M Low: |
7.23 |
2.72 |
| High (YTD): |
2024-04-26 |
7.23 |
| Low (YTD): |
2024-02-09 |
2.72 |
| 52W High: |
2024-04-26 |
7.23 |
| 52W Low: |
2023-10-24 |
1.57 |
| Avg. price 1W: |
|
6.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.93% |
| Volatility 6M: |
|
72.29% |
| Volatility 1Y: |
|
76.24% |
| Volatility 3Y: |
|
- |
