DZ Bank Call 20 ZAL 20.06.2025
/ DE000DJ29N40
DZ Bank Call 20 ZAL 20.06.2025/ DE000DJ29N40 /
| 2024-10-04 9:34:53 PM |
Chg.+0.020 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+1.92% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
20.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ29N4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.46 |
| Parity: |
0.92 |
| Time value: |
0.20 |
| Break-even: |
31.10 |
| Moneyness: |
1.46 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
3.74% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.23 |
| Rho: |
0.10 |
Quote data
| Open: |
1.040 |
| High: |
1.100 |
| Low: |
1.040 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.95% |
| 1 Month |
|
|
+140.91% |
| 3 Months |
|
|
+70.97% |
| YTD |
|
|
+76.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.010 |
| 1M High / 1M Low: |
1.070 |
0.390 |
| 6M High / 6M Low: |
1.070 |
0.390 |
| High (YTD): |
2024-09-30 |
1.070 |
| Low (YTD): |
2024-01-17 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.85% |
| Volatility 6M: |
|
112.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
