DZ Bank Call 34 CRIN 20.06.2025
/ DE000DJ88BS5
DZ Bank Call 34 CRIN 20.06.2025/ DE000DJ88BS5 /
| 1/23/2025 9:15:01 AM |
Chg.- |
Bid9:10:47 AM |
Ask9:10:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.46EUR |
- |
10.33
Bid Size: 25,000 |
10.36
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: |
9.46 |
| High: |
9.46 |
| Low: |
9.46 |
| Previous Close: |
9.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.89% |
| 1 Month |
|
|
+82.63% |
| 3 Months |
|
|
+27.49% |
| YTD |
|
|
+73.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.85 |
8.85 |
| 1M High / 1M Low: |
9.85 |
5.22 |
| 6M High / 6M Low: |
9.85 |
3.22 |
| High (YTD): |
1/21/2025 |
9.85 |
| Low (YTD): |
1/3/2025 |
5.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.44% |
| Volatility 6M: |
|
137.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |