DZ Bank Call 245 ADS 21.03.2025
/ DE000DJ03EB4
DZ Bank Call 245 ADS 21.03.2025/ DE000DJ03EB4 /
| 1/24/2025 9:42:50 PM |
Chg.-0.370 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-18.50% |
1.610
Bid Size: 5,000 |
1.690
Ask Size: 5,000 |
ADIDAS AG NA O.N. |
245.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ03EB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/13/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
0.95 |
| Time value: |
0.74 |
| Break-even: |
261.90 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
4.97% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
10.10 |
| Rho: |
0.23 |
Quote data
| Open: |
2.000 |
| High: |
2.020 |
| Low: |
1.530 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.34% |
| 1 Month |
|
|
+66.33% |
| 3 Months |
|
|
+154.69% |
| YTD |
|
|
+61.39% |
| 1 Year |
|
|
+154.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.150 |
| 1M High / 1M Low: |
2.000 |
0.850 |
| 6M High / 6M Low: |
2.120 |
0.400 |
| High (YTD): |
1/23/2025 |
2.000 |
| Low (YTD): |
1/3/2025 |
0.850 |
| 52W High: |
4/29/2024 |
2.520 |
| 52W Low: |
11/21/2024 |
0.400 |
| Avg. price 1W: |
|
1.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.278 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
266.86% |
| Volatility 6M: |
|
261.58% |
| Volatility 1Y: |
|
213.69% |
| Volatility 3Y: |
|
- |