DZ Bank Call 45 FRA 20.06.2025
/ DE000DJ333S4
DZ Bank Call 45 FRA 20.06.2025/ DE000DJ333S4 /
2024-09-04 6:04:33 PM |
Chg.+0.030 |
Bid6:10:40 PM |
Ask6:10:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+5.77% |
0.540 Bid Size: 21,000 |
0.570 Ask Size: 21,000 |
FRAPORT AG FFM.AIRPO... |
45.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ333S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-14 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
0.01 |
Time value: |
0.54 |
Break-even: |
50.50 |
Moneyness: |
1.00 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
5.77% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
4.91 |
Rho: |
0.17 |
Quote data
Open: |
0.490 |
High: |
0.550 |
Low: |
0.490 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.17% |
1 Month |
|
|
-19.12% |
3 Months |
|
|
-57.69% |
YTD |
|
|
-64.29% |
1 Year |
|
|
-61.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.520 |
1M High / 1M Low: |
0.720 |
0.510 |
6M High / 6M Low: |
1.380 |
0.510 |
High (YTD): |
2024-01-10 |
1.710 |
Low (YTD): |
2024-08-22 |
0.510 |
52W High: |
2023-12-14 |
1.720 |
52W Low: |
2024-08-22 |
0.510 |
Avg. price 1W: |
|
0.562 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.568 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.908 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.146 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
136.61% |
Volatility 6M: |
|
104.27% |
Volatility 1Y: |
|
96.74% |
Volatility 3Y: |
|
- |