DZ Bank Call 90 SY1 20.06.2025
/ DE000DJ37WZ3
DZ Bank Call 90 SY1 20.06.2025/ DE000DJ37WZ3 /
2024-10-31 6:09:45 PM |
Chg.-0.09 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
-3.66% |
- Bid Size: - |
- Ask Size: - |
SYMRISE AG INH. O.N. |
90.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ37WZ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SYMRISE AG INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
2.16 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
2.16 |
Time value: |
0.30 |
Break-even: |
114.50 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
4.09 |
Rho: |
0.48 |
Quote data
Open: |
2.41 |
High: |
2.41 |
Low: |
2.29 |
Previous Close: |
2.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.20% |
1 Month |
|
|
-35.77% |
3 Months |
|
|
-24.04% |
YTD |
|
|
+24.74% |
1 Year |
|
|
+26.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.74 |
2.46 |
1M High / 1M Low: |
3.69 |
2.46 |
6M High / 6M Low: |
3.69 |
1.77 |
High (YTD): |
2024-09-30 |
3.69 |
Low (YTD): |
2024-01-23 |
1.39 |
52W High: |
2024-09-30 |
3.69 |
52W Low: |
2024-01-23 |
1.39 |
Avg. price 1W: |
|
2.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.83 |
Avg. volume 6M: |
|
17.56 |
Avg. price 1Y: |
|
2.42 |
Avg. volume 1Y: |
|
25 |
Volatility 1M: |
|
63.12% |
Volatility 6M: |
|
59.81% |
Volatility 1Y: |
|
70.52% |
Volatility 3Y: |
|
- |