DZ Bank Call 68 HEN3 21.03.2025
/ DE000DJ0S470
DZ Bank Call 68 HEN3 21.03.2025/ DE000DJ0S470 /
| 29/08/2024 08:13:24 |
Chg.-0.01 |
Bid19:02:40 |
Ask19:02:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
-0.63% |
1.64
Bid Size: 22,400 |
1.72
Ask Size: 22,400 |
HENKEL AG+CO.KGAA VZ... |
68.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
DJ0S47 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
30/03/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
1.39 |
| Time value: |
0.22 |
| Break-even: |
84.10 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.55% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.32 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.56% |
| 1 Month |
|
|
+2.61% |
| 3 Months |
|
|
-8.72% |
| YTD |
|
|
+63.54% |
| 1 Year |
|
|
+45.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.42 |
| 1M High / 1M Low: |
1.58 |
0.96 |
| 6M High / 6M Low: |
1.98 |
0.58 |
| High (YTD): |
11/06/2024 |
1.98 |
| Low (YTD): |
05/03/2024 |
0.58 |
| 52W High: |
11/06/2024 |
1.98 |
| 52W Low: |
05/03/2024 |
0.58 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
148.39% |
| Volatility 6M: |
|
125.43% |
| Volatility 1Y: |
|
103.75% |
| Volatility 3Y: |
|
- |
