DZ Bank Call 3.5 IES 20.06.2025
/ DE000DJ8XEC8
DZ Bank Call 3.5 IES 20.06.2025/ DE000DJ8XEC8 /
11/09/2024 17:04:40 |
Chg.0.000 |
Bid17:35:05 |
Ask17:35:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
0.00% |
0.380 Bid Size: 20,000 |
0.410 Ask Size: 20,000 |
INTESA SANPAOLO |
3.50 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ8XEC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
INTESA SANPAOLO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 EUR |
Maturity: |
20/06/2025 |
Issue date: |
26/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.20 |
Historic volatility: |
0.21 |
Parity: |
0.19 |
Time value: |
0.22 |
Break-even: |
3.91 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
7.89% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
6.38 |
Rho: |
0.02 |
Quote data
Open: |
0.380 |
High: |
0.400 |
Low: |
0.370 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.56% |
1 Month |
|
|
+65.22% |
3 Months |
|
|
+26.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.350 |
1M High / 1M Low: |
0.430 |
0.001 |
6M High / 6M Low: |
0.500 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.266 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.291 |
Avg. volume 6M: |
|
15.504 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
10,518.10% |
Volatility 6M: |
|
4,280.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |