DZ Bank Call 15 R3NK 21.03.2025
/ DE000DJ9HFN3
DZ Bank Call 15 R3NK 21.03.2025/ DE000DJ9HFN3 /
| 1/24/2025 9:42:50 PM |
Chg.0.000 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.730
Bid Size: 5,000 |
0.880
Ask Size: 5,000 |
RENK GROUP AG INH O.... |
15.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ9HFN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RENK GROUP AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/7/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.68 |
| Parity: |
0.77 |
| Time value: |
0.11 |
| Break-even: |
23.80 |
| Moneyness: |
1.51 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.15 |
| Spread %: |
20.55% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.730 |
| High: |
0.800 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
+89.47% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
+84.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.670 |
| 1M High / 1M Low: |
0.740 |
0.380 |
| 6M High / 6M Low: |
1.200 |
0.380 |
| High (YTD): |
1/17/2025 |
0.740 |
| Low (YTD): |
1/6/2025 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.683 |
| Avg. volume 6M: |
|
50.635 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.96% |
| Volatility 6M: |
|
124.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |