DZ Bank Call 3.5 BSD2 20.06.2025
/ DE000DJ8N8A9
DZ Bank Call 3.5 BSD2 20.06.2025/ DE000DJ8N8A9 /
| 11/14/2024 12:34:49 PM |
Chg.+0.070 |
Bid12:54:48 PM |
Ask12:54:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+7.07% |
1.060
Bid Size: 75,000 |
1.080
Ask Size: 75,000 |
BCO SANTANDER N.EO0,... |
3.50 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ8N8A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/19/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.90 |
| Time value: |
0.17 |
| Break-even: |
4.57 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
8.08% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.51 |
| Rho: |
0.02 |
Quote data
| Open: |
1.050 |
| High: |
1.070 |
| Low: |
1.050 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.85% |
| 1 Month |
|
|
-6.19% |
| 3 Months |
|
|
+39.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.970 |
| 1M High / 1M Low: |
1.190 |
0.970 |
| 6M High / 6M Low: |
1.490 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.41% |
| Volatility 6M: |
|
86.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
