DZ Bank Call 4 BSD2 20.06.2025
/ DE000DJ744Z7
DZ Bank Call 4 BSD2 20.06.2025/ DE000DJ744Z7 /
| 8/1/2024 9:16:24 AM |
Chg.-0.110 |
Bid6:36:00 PM |
Ask6:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-14.29% |
0.560
Bid Size: 15,000 |
0.600
Ask Size: 15,000 |
BCO SANTANDER N.EO0,... |
4.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ744Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.46 |
| Time value: |
0.29 |
| Break-even: |
4.74 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
5.71% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
4.60 |
| Rho: |
0.02 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.48% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.730 |
| 1M High / 1M Low: |
0.840 |
0.650 |
| 6M High / 6M Low: |
1.160 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.735 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.78% |
| Volatility 6M: |
|
91.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
