DZ Bank Call 45 SBS 19.12.2025
/ DE000DJ8CM53
DZ Bank Call 45 SBS 19.12.2025/ DE000DJ8CM53 /
| 07/11/2024 18:04:30 |
Chg.0.000 |
Bid07/11/2024 |
Ask07/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.110
Bid Size: 7,000 |
0.230
Ask Size: 7,000 |
STRATEC SE NA O.N. |
45.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ8CM5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
10/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-1.24 |
| Time value: |
0.26 |
| Break-even: |
47.60 |
| Moneyness: |
0.73 |
| Premium: |
0.46 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
136.36% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
4.23 |
| Rho: |
0.09 |
Quote data
| Open: |
0.120 |
| High: |
0.160 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-81.36% |
| 3 Months |
|
|
-71.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.110 |
| 1M High / 1M Low: |
0.590 |
0.110 |
| 6M High / 6M Low: |
1.040 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.23% |
| Volatility 6M: |
|
154.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
