DZ Bank Call 3 IES 20.06.2025
/ DE000DJ746V1
DZ Bank Call 3 IES 20.06.2025/ DE000DJ746V1 /
| 2024-08-05 2:35:01 PM |
Chg.-0.080 |
Bid2:41:58 PM |
Ask2:41:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-13.33% |
0.520
Bid Size: 100,000 |
0.530
Ask Size: 100,000 |
INTESA SANPAOLO |
3.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ746V |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.44 |
| Time value: |
0.19 |
| Break-even: |
3.63 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
4.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.540 |
| Low: |
0.480 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-22.39% |
| 3 Months |
|
|
-5.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.600 |
| 1M High / 1M Low: |
0.880 |
0.600 |
| 6M High / 6M Low: |
0.880 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.525 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.48% |
| Volatility 6M: |
|
114.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
