DZ Bank Call 70 BSN 20.06.2025
/ DE000DJ745S9
DZ Bank Call 70 BSN 20.06.2025/ DE000DJ745S9 /
| 7/10/2024 7:34:37 PM |
Chg.+0.007 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+11.48% |
0.068
Bid Size: 20,000 |
0.088
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
70.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
71.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-1.22 |
| Time value: |
0.08 |
| Break-even: |
70.81 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
32.79% |
| Delta: |
0.18 |
| Theta: |
0.00 |
| Omega: |
12.68 |
| Rho: |
0.09 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.068 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.23% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
-6.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.061 |
| 1M High / 1M Low: |
0.140 |
0.056 |
| 6M High / 6M Low: |
0.220 |
0.056 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.129 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.24% |
| Volatility 6M: |
|
151.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
