DZ Bank Call 47.5 SAX 20.06.2025
/ DE000DJ4H3M7
DZ Bank Call 47.5 SAX 20.06.2025/ DE000DJ4H3M7 /
| 1/24/2025 9:42:35 PM |
Chg.+0.030 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+2.75% |
1.120
Bid Size: 5,000 |
-
Ask Size: - |
STROEER SE + CO. KGA... |
47.50 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ4H3M |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.92 |
| Time value: |
0.21 |
| Break-even: |
58.80 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.09 |
| Rho: |
0.14 |
Quote data
| Open: |
1.100 |
| High: |
1.150 |
| Low: |
1.100 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.89% |
| 1 Month |
|
|
+229.41% |
| 3 Months |
|
|
+8.74% |
| YTD |
|
|
+261.29% |
| 1 Year |
|
|
-9.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.940 |
| 1M High / 1M Low: |
1.120 |
0.250 |
| 6M High / 6M Low: |
1.840 |
0.250 |
| High (YTD): |
1/24/2025 |
1.120 |
| Low (YTD): |
1/3/2025 |
0.250 |
| 52W High: |
5/20/2024 |
2.130 |
| 52W Low: |
1/3/2025 |
0.250 |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.996 |
| Avg. volume 6M: |
|
78.740 |
| Avg. price 1Y: |
|
1.240 |
| Avg. volume 1Y: |
|
39.370 |
| Volatility 1M: |
|
821.08% |
| Volatility 6M: |
|
338.75% |
| Volatility 1Y: |
|
244.33% |
| Volatility 3Y: |
|
- |