DZ Bank Call 45 EBO 20.06.2025
/ DE000DJ65MW2
DZ Bank Call 45 EBO 20.06.2025/ DE000DJ65MW2 /
03/09/2024 21:35:17 |
Chg.-0.110 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-14.10% |
0.670 Bid Size: 5,000 |
0.700 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
45.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ65MW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
01/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.48 |
Time value: |
0.33 |
Break-even: |
53.10 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
4.59 |
Rho: |
0.23 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.670 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.63% |
1 Month |
|
|
+52.27% |
3 Months |
|
|
+31.37% |
YTD |
|
|
+318.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.710 |
1M High / 1M Low: |
0.780 |
0.380 |
6M High / 6M Low: |
0.780 |
0.120 |
High (YTD): |
02/09/2024 |
0.780 |
Low (YTD): |
05/03/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.616 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.430 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.92% |
Volatility 6M: |
|
129.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |