DZ Bank Call 80 HEN3 20.06.2025
/ DE000DJ44ZE7
DZ Bank Call 80 HEN3 20.06.2025/ DE000DJ44ZE7 /
| 24/01/2025 21:42:30 |
Chg.-0.240 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
-4.40% |
5.230
Bid Size: 5,000 |
5.290
Ask Size: 5,000 |
HENKEL AG+CO.KGAA VZ... |
80.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
DJ44ZE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
25/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.17 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.16 |
| Parity: |
3.78 |
| Time value: |
1.51 |
| Break-even: |
85.29 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.15% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
12.78 |
| Rho: |
0.25 |
Quote data
| Open: |
5.420 |
| High: |
5.640 |
| Low: |
5.170 |
| Previous Close: |
5.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.58% |
| 1 Month |
|
|
-6.80% |
| 3 Months |
|
|
+0.39% |
| YTD |
|
|
-9.39% |
| 1 Year |
|
|
+94.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.450 |
4.670 |
| 1M High / 1M Low: |
5.980 |
4.570 |
| 6M High / 6M Low: |
6.840 |
3.210 |
| High (YTD): |
09/01/2025 |
5.980 |
| Low (YTD): |
16/01/2025 |
4.570 |
| 52W High: |
20/05/2024 |
7.620 |
| 52W Low: |
04/03/2024 |
1.520 |
| Avg. price 1W: |
|
5.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.986 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.711 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
106.57% |
| Volatility 6M: |
|
106.83% |
| Volatility 1Y: |
|
119.69% |
| Volatility 3Y: |
|
- |