DZ Bank Call 42.5 SAX 20.06.2025/  DE000DJ45SK6  /

Frankfurt Zert./DZB
1/24/2025  9:42:31 PM Chg.+0.040 Bid9:58:03 PM Ask- Underlying Strike price Expiration date Option type
1.520EUR +2.70% 1.520
Bid Size: 5,000
-
Ask Size: -
STROEER SE + CO. KGA... 42.50 - 6/20/2025 Call
 

Master data

WKN: DJ45SK
Issuer: DZ Bank AG
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 42.50 -
Maturity: 6/20/2025
Issue date: 8/28/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.42
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 1.42
Time value: 0.10
Break-even: 57.70
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 3.43
Rho: 0.15
 

Quote data

Open: 1.500
High: 1.570
Low: 1.500
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.43%
1 Month  
+133.85%
3 Months  
+5.56%
YTD  
+149.18%
1 Year
  -3.80%
3 Years     -
5 Years     -
1W High / 1W Low: 1.520 1.310
1M High / 1M Low: 1.520 0.540
6M High / 6M Low: 2.250 0.540
High (YTD): 1/24/2025 1.520
Low (YTD): 1/3/2025 0.540
52W High: 5/20/2024 2.540
52W Low: 1/3/2025 0.540
Avg. price 1W:   1.404
Avg. volume 1W:   0.000
Avg. price 1M:   1.058
Avg. volume 1M:   0.000
Avg. price 6M:   1.375
Avg. volume 6M:   0.000
Avg. price 1Y:   1.614
Avg. volume 1Y:   0.000
Volatility 1M:   472.49%
Volatility 6M:   201.75%
Volatility 1Y:   148.14%
Volatility 3Y:   -