DZ Bank Call 70 BSN 20.06.2025
/ DE000DJ745S9
DZ Bank Call 70 BSN 20.06.2025/ DE000DJ745S9 /
| 02/08/2024 21:34:46 |
Chg.+0.060 |
Bid21:58:00 |
Ask21:58:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+60.00% |
0.160
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
DANONE S.A. EO -,25 |
70.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ745S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.85 |
| Time value: |
0.18 |
| Break-even: |
71.80 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
12.50% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
10.41 |
| Rho: |
0.15 |
Quote data
| Open: |
0.120 |
| High: |
0.160 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
+125.35% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.079 |
| 1M High / 1M Low: |
0.160 |
0.061 |
| 6M High / 6M Low: |
0.210 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.93% |
| Volatility 6M: |
|
177.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
