DZ Bank Call 64 SHL 20.06.2025
/ DE000DJ6YA95
DZ Bank Call 64 SHL 20.06.2025/ DE000DJ6YA95 /
| 11/14/2024 8:23:11 AM |
Chg.-0.002 |
Bid4:23:55 PM |
Ask4:23:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-3.77% |
0.052
Bid Size: 150,000 |
0.062
Ask Size: 150,000 |
SIEMENS HEALTH.AG NA... |
64.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ6YA9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/24/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
81.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-1.42 |
| Time value: |
0.06 |
| Break-even: |
64.61 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
11.08 |
| Rho: |
0.04 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.053 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.08% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
-36.25% |
| YTD |
|
|
-77.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.053 |
| 1M High / 1M Low: |
0.090 |
0.041 |
| 6M High / 6M Low: |
0.240 |
0.037 |
| High (YTD): |
3/11/2024 |
0.390 |
| Low (YTD): |
9/24/2024 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.83% |
| Volatility 6M: |
|
280.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
