DZ Bank Call 2.75 IES 20.06.2025
/ DE000DJ746U3
DZ Bank Call 2.75 IES 20.06.2025/ DE000DJ746U3 /
| 2024-08-05 9:10:02 AM |
Chg.-0.230 |
Bid3:28:17 PM |
Ask3:28:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-27.38% |
0.730
Bid Size: 100,000 |
0.740
Ask Size: 100,000 |
INTESA SANPAOLO |
2.75 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ746U |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.75 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.69 |
| Time value: |
0.14 |
| Break-even: |
3.58 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.78% |
| 1 Month |
|
|
-30.68% |
| 3 Months |
|
|
-26.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.840 |
| 1M High / 1M Low: |
1.130 |
0.840 |
| 6M High / 6M Low: |
1.130 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.93% |
| Volatility 6M: |
|
88.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
