DZ Bank Call 70 BSN 20.06.2025
/ DE000DJ745S9
DZ Bank Call 70 BSN 20.06.2025/ DE000DJ745S9 /
| 15/11/2024 16:34:56 |
Chg.+0.020 |
Bid16:57:50 |
Ask16:57:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
0.150
Bid Size: 100,000 |
0.160
Ask Size: 100,000 |
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: |
46.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-0.47 |
| Time value: |
0.14 |
| Break-even: |
71.40 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
15.39 |
| Rho: |
0.12 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.140 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.250 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.07% |
| Volatility 6M: |
|
193.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
