DZ Bank Call 40 SAX 20.06.2025
/ DE000DJ37UW4
DZ Bank Call 40 SAX 20.06.2025/ DE000DJ37UW4 /
| 10/01/2025 15:05:13 |
Chg.-0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
40.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ37UW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.29 |
| Parity: |
1.51 |
| Time value: |
0.28 |
| Break-even: |
57.90 |
| Moneyness: |
1.38 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
9.15% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
2.60 |
| Rho: |
0.13 |
Quote data
| Open: |
0.780 |
| High: |
0.790 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.04% |
| 1 Month |
|
|
-27.62% |
| 3 Months |
|
|
-56.82% |
| YTD |
|
|
-3.80% |
| 1 Year |
|
|
-48.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.730 |
| 1M High / 1M Low: |
1.050 |
0.710 |
| 6M High / 6M Low: |
2.580 |
0.710 |
| High (YTD): |
02/01/2025 |
0.810 |
| Low (YTD): |
03/01/2025 |
0.710 |
| 52W High: |
21/05/2024 |
2.780 |
| 52W Low: |
03/01/2025 |
0.710 |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.814 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.70% |
| Volatility 6M: |
|
71.68% |
| Volatility 1Y: |
|
66.13% |
| Volatility 3Y: |
|
- |