DZ Bank Call 42.5 SAX 20.06.2025
/ DE000DJ45SK6
DZ Bank Call 42.5 SAX 20.06.2025/ DE000DJ45SK6 /
| 10/01/2025 15:06:46 |
Chg.-0.040 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
42.50 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ45SK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 - |
| Maturity: |
20/06/2025 |
| Issue date: |
28/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
1.26 |
| Time value: |
0.29 |
| Break-even: |
58.00 |
| Moneyness: |
1.30 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
8.39% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.92 |
| Rho: |
0.13 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.580 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.45% |
| 1 Month |
|
|
-31.76% |
| 3 Months |
|
|
-62.34% |
| YTD |
|
|
-4.92% |
| 1 Year |
|
|
-55.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.570 |
| 1M High / 1M Low: |
0.850 |
0.550 |
| 6M High / 6M Low: |
2.360 |
0.550 |
| High (YTD): |
02/01/2025 |
0.630 |
| Low (YTD): |
03/01/2025 |
0.550 |
| 52W High: |
21/05/2024 |
2.560 |
| 52W Low: |
03/01/2025 |
0.550 |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.614 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
82.13% |
| Volatility 6M: |
|
83.15% |
| Volatility 1Y: |
|
74.39% |
| Volatility 3Y: |
|
- |