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DZ Bank Call 25 AXA 21.03.2025/  DE000DJ0SYN0  /

Frankfurt Zert./DZB
07/11/2024  09:04:53 Chg.+0.020 Bid09:30:54 Ask09:30:54 Underlying Strike price Expiration date Option type
1.000EUR +2.04% 1.000
Bid Size: 100,000		 1.030
Ask Size: 100,000		 AXA S.A. INH. EO... 25.00 - 21/03/2025 Call
 

Master data

WKN: DJ0SYN
Issuer: DZ Bank AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.94
Implied volatility: 0.62
Historic volatility: 0.17
Parity: 0.94
Time value: 0.14
Break-even: 35.80
Moneyness: 1.38
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 9.09%
Delta: 0.86
Theta: -0.01
Omega: 2.73
Rho: 0.07
 

Quote data

Open: 1.000
High: 1.000
Low: 1.000
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month  
+3.09%
3 Months  
+35.14%
YTD  
+75.44%
1 Year  
+138.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.940
1M High / 1M Low: 1.120 0.940
6M High / 6M Low: 1.160 0.590
High (YTD): 20/09/2024 1.160
Low (YTD): 17/01/2024 0.550
52W High: 20/09/2024 1.160
52W Low: 09/11/2023 0.420
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.901
Avg. volume 6M:   0.000
Avg. price 1Y:   0.800
Avg. volume 1Y:   0.000
Volatility 1M:   56.26%
Volatility 6M:   66.32%
Volatility 1Y:   62.49%
Volatility 3Y:   -