DZ Bank Call 10 NDX1 20.06.2025
/ DE000DJ5AJ46
DZ Bank Call 10 NDX1 20.06.2025/ DE000DJ5AJ46 /
| 04/11/2024 21:34:32 |
Chg.+0.050 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+3.42% |
1.510
Bid Size: 4,000 |
1.570
Ask Size: 4,000 |
NORDEX SE O.N. |
10.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ5AJ4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
01/09/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
3.25 |
| Time value: |
-1.73 |
| Break-even: |
11.52 |
| Moneyness: |
1.33 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
4.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.470 |
| High: |
1.530 |
| Low: |
1.470 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.95% |
| 1 Month |
|
|
+2.03% |
| 3 Months |
|
|
+7.09% |
| YTD |
|
|
+38.53% |
| 1 Year |
|
|
+43.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.450 |
| 1M High / 1M Low: |
1.540 |
1.420 |
| 6M High / 6M Low: |
1.630 |
1.220 |
| High (YTD): |
23/09/2024 |
1.630 |
| Low (YTD): |
17/01/2024 |
0.830 |
| 52W High: |
23/09/2024 |
1.630 |
| 52W Low: |
17/01/2024 |
0.830 |
| Avg. price 1W: |
|
1.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.291 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
30.05% |
| Volatility 6M: |
|
33.20% |
| Volatility 1Y: |
|
47.48% |
| Volatility 3Y: |
|
- |
