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DZ Bank Call 245 ADS 21.03.2025/  DE000DJ03EB4  /

Frankfurt Zert./DZB
10/01/2025  21:12:31 Chg.-0.090 Bid21:23:32 Ask21:23:32 Underlying Strike price Expiration date Option type
1.350EUR -6.25% 1.340
Bid Size: 20,000		 1.420
Ask Size: 20,000		 ADIDAS AG NA O.N. 245.00 - 21/03/2025 Call
 

Master data

WKN: DJ03EB
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 21/03/2025
Issue date: 13/04/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.18
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.10
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 0.10
Time value: 1.42
Break-even: 260.20
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.34
Spread abs.: 0.08
Spread %: 5.56%
Delta: 0.56
Theta: -0.11
Omega: 8.98
Rho: 0.23
 

Quote data

Open: 1.380
High: 1.580
Low: 1.300
Previous Close: 1.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+58.82%
1 Month  
+60.71%
3 Months
  -4.26%
YTD  
+33.66%
1 Year  
+62.65%
3 Years     -
5 Years     -
1W High / 1W Low: 1.440 0.850
1M High / 1M Low: 1.470 0.840
6M High / 6M Low: 2.270 0.400
High (YTD): 09/01/2025 1.440
Low (YTD): 03/01/2025 0.850
52W High: 29/04/2024 2.520
52W Low: 21/11/2024 0.400
Avg. price 1W:   1.208
Avg. volume 1W:   0.000
Avg. price 1M:   1.162
Avg. volume 1M:   0.000
Avg. price 6M:   1.144
Avg. volume 6M:   0.000
Avg. price 1Y:   1.245
Avg. volume 1Y:   0.000
Volatility 1M:   273.92%
Volatility 6M:   249.50%
Volatility 1Y:   207.54%
Volatility 3Y:   -