DZ Bank Call 3.5 BSD2 20.06.2025
/ DE000DJ8N8A9
DZ Bank Call 3.5 BSD2 20.06.2025/ DE000DJ8N8A9 /
| 07/01/2025 21:42:20 |
Chg.+0.070 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+6.73% |
1.110
Bid Size: 7,500 |
1.190
Ask Size: 7,500 |
BCO SANTANDER N.EO0,... |
3.50 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
19/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
1.05 |
| Time value: |
0.06 |
| Break-even: |
4.61 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
7.77% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
3.91 |
| Rho: |
0.01 |
Quote data
| Open: |
1.070 |
| High: |
1.160 |
| Low: |
1.070 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.950 |
| 1M High / 1M Low: |
1.250 |
0.900 |
| 6M High / 6M Low: |
1.280 |
0.710 |
| High (YTD): |
07/01/2025 |
1.110 |
| Low (YTD): |
03/01/2025 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.027 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.88% |
| Volatility 6M: |
|
94.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
