DZ Bank Call 45 FRA 20.06.2025
/ DE000DJ333S4
DZ Bank Call 45 FRA 20.06.2025/ DE000DJ333S4 /
2024-09-04 5:06:09 PM |
Chg.0.000 |
Bid6:04:31 PM |
Ask6:04:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
0.00% |
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: |
0.510 |
High: |
0.530 |
Low: |
0.510 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.62% |
1 Month |
|
|
-20.90% |
3 Months |
|
|
-58.91% |
YTD |
|
|
-65.81% |
1 Year |
|
|
-62.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.530 |
1M High / 1M Low: |
0.710 |
0.500 |
6M High / 6M Low: |
1.380 |
0.500 |
High (YTD): |
2024-01-09 |
1.720 |
Low (YTD): |
2024-08-20 |
0.500 |
52W High: |
2024-01-09 |
1.720 |
52W Low: |
2024-08-20 |
0.500 |
Avg. price 1W: |
|
0.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.569 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.910 |
Avg. volume 6M: |
|
86.822 |
Avg. price 1Y: |
|
1.148 |
Avg. volume 1Y: |
|
43.750 |
Volatility 1M: |
|
122.37% |
Volatility 6M: |
|
103.34% |
Volatility 1Y: |
|
95.23% |
Volatility 3Y: |
|
- |