DZ Bank Call 90 SY1 20.06.2025
/ DE000DJ37WZ3
DZ Bank Call 90 SY1 20.06.2025/ DE000DJ37WZ3 /
| 2024-05-31 6:09:58 PM |
Chg.0.00 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.57EUR |
0.00% |
-
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: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
1.93 |
| Time value: |
0.64 |
| Break-even: |
115.70 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.57 |
| Rho: |
0.70 |
Quote data
| Open: |
2.56 |
| High: |
2.61 |
| Low: |
2.51 |
| Previous Close: |
2.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.35% |
| 1 Month |
|
|
+41.99% |
| 3 Months |
|
|
+70.20% |
| YTD |
|
|
+35.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.19 |
| 1M High / 1M Low: |
2.57 |
1.77 |
| 6M High / 6M Low: |
2.82 |
1.39 |
| High (YTD): |
2024-03-25 |
2.82 |
| Low (YTD): |
2024-01-23 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
104.55 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
51.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.21% |
| Volatility 6M: |
|
79.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
