DZ Bank Call 70 SIX2 20.06.2025
/ DE000DJ2F2M3
DZ Bank Call 70 SIX2 20.06.2025/ DE000DJ2F2M3 /
09/09/2024 09:04:52 |
Chg.0.000 |
Bid09:22:15 |
Ask09:22:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
0.00% |
0.270 Bid Size: 60,000 |
0.290 Ask Size: 60,000 |
SIXT SE ST O.N. |
70.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ2F2M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
15/09/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
18.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.30 |
Parity: |
-0.97 |
Time value: |
0.32 |
Break-even: |
73.20 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.06 |
Spread %: |
23.08% |
Delta: |
0.36 |
Theta: |
-0.01 |
Omega: |
6.76 |
Rho: |
0.14 |
Quote data
Open: |
0.260 |
High: |
0.270 |
Low: |
0.260 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.63% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-61.43% |
YTD |
|
|
-77.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.270 |
1M High / 1M Low: |
0.400 |
0.270 |
6M High / 6M Low: |
1.070 |
0.270 |
High (YTD): |
02/01/2024 |
1.180 |
Low (YTD): |
06/09/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.671 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.86% |
Volatility 6M: |
|
109.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |