DZ Bank Call 70 KBX 20.06.2025
/ DE000DJ39356
DZ Bank Call 70 KBX 20.06.2025/ DE000DJ39356 /
2024-08-28 9:34:52 PM |
Chg.0.000 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
0.00% |
0.950 Bid Size: 7,500 |
0.980 Ask Size: 7,500 |
KNORR-BREMSE AG INH... |
70.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ3935 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
KNORR-BREMSE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
0.32 |
Time value: |
0.65 |
Break-even: |
79.70 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
3.19% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
5.02 |
Rho: |
0.32 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.900 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.09% |
1 Month |
|
|
+13.25% |
3 Months |
|
|
-6.00% |
YTD |
|
|
+56.67% |
1 Year |
|
|
+13.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.940 |
1M High / 1M Low: |
1.050 |
0.640 |
6M High / 6M Low: |
1.280 |
0.610 |
High (YTD): |
2024-05-15 |
1.280 |
Low (YTD): |
2024-02-13 |
0.270 |
52W High: |
2024-05-15 |
1.280 |
52W Low: |
2024-02-13 |
0.270 |
Avg. price 1W: |
|
0.970 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.862 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.901 |
Avg. volume 6M: |
|
3.150 |
Avg. price 1Y: |
|
0.700 |
Avg. volume 1Y: |
|
1.563 |
Volatility 1M: |
|
158.04% |
Volatility 6M: |
|
128.42% |
Volatility 1Y: |
|
142.14% |
Volatility 3Y: |
|
- |