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DZ Bank Call 55 SHL 20.06.2025/  DE000DJ4BU41  /

Frankfurt Zert./DZB
2024-09-06  9:35:12 PM Chg.-0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.240
Bid Size: 15,000		 0.260
Ask Size: 15,000		 SIEMENS HEALTH.AG NA... 55.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4BU4
Issuer: DZ Bank AG
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-24
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.44
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.45
Time value: 0.26
Break-even: 57.60
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.42
Theta: -0.01
Omega: 8.12
Rho: 0.15
 

Quote data

Open: 0.260
High: 0.260
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month  
+4.35%
3 Months
  -58.62%
YTD
  -54.72%
1 Year
  -29.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.330 0.230
6M High / 6M Low: 0.800 0.220
High (YTD): 2024-03-08 0.800
Low (YTD): 2024-08-07 0.220
52W High: 2024-03-08 0.800
52W Low: 2024-08-07 0.220
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   15.625
Avg. price 1Y:   0.491
Avg. volume 1Y:   15.686
Volatility 1M:   103.39%
Volatility 6M:   122.34%
Volatility 1Y:   116.28%
Volatility 3Y:   -