DZ Bank Call 48 SHL 20.06.2025
/ DE000DJ6K1E1
DZ Bank Call 48 SHL 20.06.2025/ DE000DJ6K1E1 /
2024-08-01 8:26:45 AM |
Chg.-0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-10.94% |
- Bid Size: - |
- Ask Size: - |
SIEMENS HEALTH.AG NA... |
48.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ6K1E |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
0.16 |
Time value: |
0.42 |
Break-even: |
53.80 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
3.57% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
5.66 |
Rho: |
0.24 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.570 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.49% |
1 Month |
|
|
-38.71% |
3 Months |
|
|
-36.67% |
YTD |
|
|
-37.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.640 |
1M High / 1M Low: |
1.010 |
0.640 |
6M High / 6M Low: |
1.260 |
0.640 |
High (YTD): |
2024-03-11 |
1.260 |
Low (YTD): |
2024-07-31 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.889 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.960 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.87% |
Volatility 6M: |
|
90.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |