DZ Bank Call 45 VOS 20.06.2025
/ DE000DJ376S3
DZ Bank Call 45 VOS 20.06.2025/ DE000DJ376S3 /
7/30/2024 8:34:28 AM |
Chg.-0.020 |
Bid7/30/2024 |
Ask7/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-2.47% |
0.790 Bid Size: 14,000 |
0.870 Ask Size: 14,000 |
VOSSLOH AG O.N. |
45.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ376S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOSSLOH AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
7/19/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
0.50 |
Time value: |
0.37 |
Break-even: |
53.70 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
11.54% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
4.28 |
Rho: |
0.25 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.18% |
1 Month |
|
|
+38.60% |
3 Months |
|
|
+88.10% |
YTD |
|
|
+113.51% |
1 Year |
|
|
+107.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.630 |
1M High / 1M Low: |
0.810 |
0.530 |
6M High / 6M Low: |
0.810 |
0.230 |
High (YTD): |
7/29/2024 |
0.810 |
Low (YTD): |
1/25/2024 |
0.220 |
52W High: |
7/29/2024 |
0.810 |
52W Low: |
10/31/2023 |
0.140 |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.675 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.465 |
Avg. volume 6M: |
|
1.181 |
Avg. price 1Y: |
|
0.376 |
Avg. volume 1Y: |
|
.588 |
Volatility 1M: |
|
121.74% |
Volatility 6M: |
|
129.52% |
Volatility 1Y: |
|
126.11% |
Volatility 3Y: |
|
- |