DZ Bank Call 34 CRIN 20.06.2025
/ DE000DJ88BS5
DZ Bank Call 34 CRIN 20.06.2025/ DE000DJ88BS5 /
| 1/24/2025 9:12:19 AM |
Chg.+0.070 |
Bid9:20:10 AM |
Ask9:20:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.220EUR |
+0.69% |
10.230
Bid Size: 25,000 |
10.260
Ask Size: 25,000 |
UNICREDIT |
34.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ88BS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/6/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.12 |
| Intrinsic value: |
8.45 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.28 |
| Parity: |
8.45 |
| Time value: |
0.48 |
| Break-even: |
42.93 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
0.90% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
4.56 |
| Rho: |
0.13 |
Quote data
| Open: |
10.220 |
| High: |
10.220 |
| Low: |
10.220 |
| Previous Close: |
10.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.43% |
| 1 Month |
|
|
+93.19% |
| 3 Months |
|
|
+39.62% |
| YTD |
|
|
+73.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.150 |
8.870 |
| 1M High / 1M Low: |
10.150 |
5.420 |
| 6M High / 6M Low: |
10.150 |
3.320 |
| High (YTD): |
1/23/2025 |
10.150 |
| Low (YTD): |
1/2/2025 |
5.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.08% |
| Volatility 6M: |
|
130.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |