DZ Bank Call 52 SHL 20.06.2025
/ DE000DJ6K1F8
DZ Bank Call 52 SHL 20.06.2025/ DE000DJ6K1F8 /
2024-09-06 9:34:50 PM |
Chg.-0.030 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-7.69% |
0.360 Bid Size: 15,000 |
0.380 Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... |
52.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ6K1F |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.15 |
Time value: |
0.38 |
Break-even: |
55.80 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
5.56% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
7.13 |
Rho: |
0.18 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.360 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
+5.88% |
3 Months |
|
|
-52.63% |
YTD |
|
|
-47.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.360 |
1M High / 1M Low: |
0.480 |
0.340 |
6M High / 6M Low: |
0.980 |
0.320 |
High (YTD): |
2024-03-08 |
0.980 |
Low (YTD): |
2024-08-07 |
0.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.421 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.624 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.30% |
Volatility 6M: |
|
110.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |