DZ Bank Call 47.5 SHL 20.06.2025
/ DE000DJ4W5B6
DZ Bank Call 47.5 SHL 20.06.2025/ DE000DJ4W5B6 /
14/11/2024 08:09:14 |
Chg.-0.020 |
Bid15:20:10 |
Ask15:20:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-3.77% |
0.530 Bid Size: 150,000 |
0.540 Ask Size: 150,000 |
SIEMENS HEALTH.AG NA... |
47.50 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ4W5B |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
47.50 EUR |
Maturity: |
20/06/2025 |
Issue date: |
16/08/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.23 |
Historic volatility: |
0.21 |
Parity: |
0.23 |
Time value: |
0.29 |
Break-even: |
52.70 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
6.51 |
Rho: |
0.17 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.14% |
1 Month |
|
|
-32.89% |
3 Months |
|
|
-21.54% |
YTD |
|
|
-45.74% |
1 Year |
|
|
-36.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.530 |
1M High / 1M Low: |
0.760 |
0.410 |
6M High / 6M Low: |
1.070 |
0.410 |
High (YTD): |
08/03/2024 |
1.300 |
Low (YTD): |
31/10/2024 |
0.410 |
52W High: |
08/03/2024 |
1.300 |
52W Low: |
31/10/2024 |
0.410 |
Avg. price 1W: |
|
0.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.605 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.767 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.869 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
184.08% |
Volatility 6M: |
|
141.55% |
Volatility 1Y: |
|
115.82% |
Volatility 3Y: |
|
- |