DZ Bank Call 90 ADN1/D 20.06.2025
/ DE000DJ5LDR9
DZ Bank Call 90 ADN1/D 20.06.2025/ DE000DJ5LDR9 /
| 2024-06-05 8:26:27 AM |
Chg.+0.33 |
Bid3:45:25 PM |
Ask3:45:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
+14.73% |
2.49
Bid Size: 5,000 |
2.53
Ask Size: 5,000 |
ADESSO SE INH O.N. |
90.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5LDR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADESSO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
1.02 |
| Time value: |
1.56 |
| Break-even: |
115.80 |
| Moneyness: |
1.11 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.12 |
| Spread %: |
4.88% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
2.74 |
| Rho: |
0.47 |
Quote data
| Open: |
2.57 |
| High: |
2.57 |
| Low: |
2.57 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.73% |
| 1 Month |
|
|
-22.82% |
| 3 Months |
|
|
-36.07% |
| YTD |
|
|
-15.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.17 |
| 1M High / 1M Low: |
3.50 |
2.17 |
| 6M High / 6M Low: |
4.36 |
1.86 |
| High (YTD): |
2024-03-08 |
4.36 |
| Low (YTD): |
2024-05-31 |
2.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
10.40 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.06% |
| Volatility 6M: |
|
102.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
