DZ Bank Call 45 SAX 19.09.2025
/ DE000DY0GPV7
DZ Bank Call 45 SAX 19.09.2025/ DE000DY0GPV7 /
| 10/01/2025 15:06:56 |
Chg.-0.030 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
45.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
DY0GPV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
25/11/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
1.01 |
| Time value: |
0.32 |
| Break-even: |
58.30 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
4.72% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.32 |
| Rho: |
0.21 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
-6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.440 |
| 1M High / 1M Low: |
0.690 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.490 |
| Low (YTD): |
03/01/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |