DZ Bank Call 100 KRN 20.06.2025
/ DE000DJ4ES59
DZ Bank Call 100 KRN 20.06.2025/ DE000DJ4ES59 /
| 05/08/2024 14:05:31 |
Chg.-0.31 |
Bid14:45:03 |
Ask14:45:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
-12.81% |
2.11
Bid Size: 30,000 |
2.14
Ask Size: 30,000 |
KRONES AG O.N. |
100.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ4ES5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KRONES AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
26/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
1.72 |
| Time value: |
0.81 |
| Break-even: |
125.30 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
3.69% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.63 |
| Rho: |
0.58 |
Quote data
| Open: |
2.08 |
| High: |
2.26 |
| Low: |
2.08 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.44% |
| 1 Month |
|
|
-29.67% |
| 3 Months |
|
|
-27.24% |
| YTD |
|
|
-7.46% |
| 1 Year |
|
|
+10.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.42 |
| 1M High / 1M Low: |
3.39 |
2.42 |
| 6M High / 6M Low: |
3.58 |
2.08 |
| High (YTD): |
08/05/2024 |
3.58 |
| Low (YTD): |
05/01/2024 |
1.99 |
| 52W High: |
08/05/2024 |
3.58 |
| 52W Low: |
27/10/2023 |
0.95 |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
2.36 |
| Avg. price 1Y: |
|
2.28 |
| Avg. volume 1Y: |
|
1.18 |
| Volatility 1M: |
|
83.04% |
| Volatility 6M: |
|
76.63% |
| Volatility 1Y: |
|
87.30% |
| Volatility 3Y: |
|
- |
