DZ Bank Call 34 CRIN 20.06.2025
/ DE000DJ88BS5
DZ Bank Call 34 CRIN 20.06.2025/ DE000DJ88BS5 /
| 24/01/2025 14:12:25 |
Chg.+0.350 |
Bid14:20:08 |
Ask14:20:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.500EUR |
+3.45% |
10.510
Bid Size: 25,000 |
10.540
Ask Size: 25,000 |
UNICREDIT |
34.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ88BS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
06/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.12 |
| Intrinsic value: |
9.53 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
9.53 |
| Time value: |
0.81 |
| Break-even: |
44.33 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.12 |
| Spread %: |
1.18% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.12 |
Quote data
| Open: |
10.220 |
| High: |
11.060 |
| Low: |
10.220 |
| Previous Close: |
10.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.51% |
| 1 Month |
|
|
+98.49% |
| 3 Months |
|
|
+43.44% |
| YTD |
|
|
+78.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.150 |
8.870 |
| 1M High / 1M Low: |
10.150 |
5.420 |
| 6M High / 6M Low: |
10.150 |
3.320 |
| High (YTD): |
23/01/2025 |
10.150 |
| Low (YTD): |
02/01/2025 |
5.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.08% |
| Volatility 6M: |
|
130.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |