DZ Bank Call 360 AEC1 21.03.2025/  DE000DY1XMN4  /

Frankfurt Zert./DZB
24/01/2025  20:42:30 Chg.-0.150 Bid24/01/2025 Ask24/01/2025 Underlying Strike price Expiration date Option type
0.120EUR -55.56% 0.120
Bid Size: 20,000
0.130
Ask Size: 20,000
AMER. EXPRESS DL... 360.00 - 21/03/2025 Call
 

Master data

WKN: DY1XMN
Issuer: DZ Bank AG
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 21/03/2025
Issue date: 06/01/2025
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.92
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -4.71
Time value: 0.31
Break-even: 363.10
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.64
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.16
Theta: -0.09
Omega: 15.87
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.400
Low: 0.110
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.180
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -