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DZ Bank Call 50 SHL 20.06.2025/  DE000DJ4BU25  /

Frankfurt Zert./DZB
9/6/2024  9:35:12 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.460EUR -6.12% 0.450
Bid Size: 15,000		 0.470
Ask Size: 15,000		 SIEMENS HEALTH.AG NA... 50.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ4BU2
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 6/20/2025
Issue date: 7/24/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.05
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 0.05
Time value: 0.42
Break-even: 54.70
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.62
Theta: -0.01
Omega: 6.65
Rho: 0.21
 

Quote data

Open: 0.480
High: 0.480
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month  
+6.98%
3 Months
  -48.31%
YTD
  -41.77%
1 Year
  -4.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.460
1M High / 1M Low: 0.600 0.430
6M High / 6M Low: 1.120 0.410
High (YTD): 3/8/2024 1.120
Low (YTD): 8/7/2024 0.410
52W High: 3/8/2024 1.120
52W Low: 8/7/2024 0.410
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.526
Avg. volume 1M:   0.000
Avg. price 6M:   0.742
Avg. volume 6M:   0.000
Avg. price 1Y:   0.738
Avg. volume 1Y:   0.000
Volatility 1M:   87.11%
Volatility 6M:   99.21%
Volatility 1Y:   96.81%
Volatility 3Y:   -