DZ Bank Call 40 SAX 20.06.2025
/ DE000DJ37UW4
DZ Bank Call 40 SAX 20.06.2025/ DE000DJ37UW4 /
| 1/10/2025 9:42:45 PM |
Chg.+0.840 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+107.69% |
1.640
Bid Size: 5,000 |
1.790
Ask Size: 5,000 |
STROEER SE + CO. KGA... |
40.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ37UW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.60 |
| Time value: |
0.24 |
| Break-even: |
48.40 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.18 |
| Rho: |
0.12 |
Quote data
| Open: |
0.780 |
| High: |
1.700 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+128.17% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-4.71% |
| YTD |
|
|
+105.06% |
| 1 Year |
|
|
+2.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.710 |
| 1M High / 1M Low: |
1.080 |
0.710 |
| 6M High / 6M Low: |
2.550 |
0.710 |
| High (YTD): |
1/2/2025 |
0.800 |
| Low (YTD): |
1/3/2025 |
0.710 |
| 52W High: |
5/20/2024 |
2.760 |
| 52W Low: |
1/3/2025 |
0.710 |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.655 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.812 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.52% |
| Volatility 6M: |
|
70.33% |
| Volatility 1Y: |
|
64.86% |
| Volatility 3Y: |
|
- |