DZ Bank Call 245 DB1 21.03.2025
/ DE000DJ0S2Q1
DZ Bank Call 245 DB1 21.03.2025/ DE000DJ0S2Q1 /
2024-08-30 9:34:59 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
0.00% |
0.100 Bid Size: 3,300 |
0.150 Ask Size: 3,300 |
DEUTSCHE BOERSE NA O... |
245.00 - |
2025-03-21 |
Call |
Master data
WKN: |
DJ0S2Q |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
135.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-4.21 |
Time value: |
0.15 |
Break-even: |
246.50 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.05 |
Spread %: |
50.00% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
16.00 |
Rho: |
0.12 |
Quote data
Open: |
0.100 |
High: |
0.120 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
+100.00% |
YTD |
|
|
-58.33% |
1 Year |
|
|
-47.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.070 |
1M High / 1M Low: |
0.100 |
0.020 |
6M High / 6M Low: |
0.230 |
0.020 |
High (YTD): |
2024-01-19 |
0.270 |
Low (YTD): |
2024-08-09 |
0.020 |
52W High: |
2024-01-19 |
0.270 |
52W Low: |
2024-08-09 |
0.020 |
Avg. price 1W: |
|
0.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.144 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
518.50% |
Volatility 6M: |
|
314.97% |
Volatility 1Y: |
|
237.48% |
Volatility 3Y: |
|
- |