DZ Bank Call 4.5 BSD2 20.06.2025
/ DE000DJ74403
DZ Bank Call 4.5 BSD2 20.06.2025/ DE000DJ74403 /
| 11/10/2024 09:13:49 |
Chg.+0.010 |
Bid15:14:32 |
Ask15:14:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.390
Bid Size: 75,000 |
0.410
Ask Size: 75,000 |
BCO SANTANDER N.EO0,... |
4.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ7440 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.42 |
| Break-even: |
4.95 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
21.62% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
6.03 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.71% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.300 |
| 6M High / 6M Low: |
0.840 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.54% |
| Volatility 6M: |
|
142.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
