DZ Bank Call 45 SAX 21.03.2025
/ DE000DY0GPU9
DZ Bank Call 45 SAX 21.03.2025/ DE000DY0GPU9 /
| 10/01/2025 21:42:38 |
Chg.+0.760 |
Bid21:58:09 |
Ask21:58:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+237.50% |
1.100
Bid Size: 5,000 |
1.250
Ask Size: 5,000 |
STROEER SE + CO. KGA... |
45.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
DY0GPU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
25/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.29 |
| Parity: |
1.01 |
| Time value: |
0.24 |
| Break-even: |
57.50 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.15 |
| Spread %: |
13.64% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.310 |
| High: |
1.160 |
| Low: |
0.290 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+315.38% |
| 1 Month |
|
|
+96.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
+227.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.270 |
| 1M High / 1M Low: |
1.080 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/01/2025 |
1.080 |
| Low (YTD): |
03/01/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
818.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |