DZ Bank Call 54 SHL 19.12.2025
/ DE000DJ8EUD2
DZ Bank Call 54 SHL 19.12.2025/ DE000DJ8EUD2 /
13/11/2024 08:22:31 |
Chg.-0.050 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-11.36% |
- Bid Size: - |
- Ask Size: - |
SIEMENS HEALTH.AG NA... |
54.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
DJ8EUD |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
12/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.21 |
Parity: |
-0.35 |
Time value: |
0.41 |
Break-even: |
58.10 |
Moneyness: |
0.93 |
Premium: |
0.15 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
0.49 |
Theta: |
-0.01 |
Omega: |
6.06 |
Rho: |
0.23 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-13.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.390 |
1M High / 1M Low: |
0.530 |
0.310 |
6M High / 6M Low: |
0.780 |
0.300 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.421 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.539 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.47% |
Volatility 6M: |
|
144.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |