DZ Bank Call 50 SAX 20.06.2025
/ DE000DJ37UY0
DZ Bank Call 50 SAX 20.06.2025/ DE000DJ37UY0 /
| 1/24/2025 9:42:44 PM |
Chg.+0.010 |
Bid9:58:03 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+1.10% |
0.920
Bid Size: 5,000 |
-
Ask Size: - |
STROEER SE + CO. KGA... |
50.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ37UY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
0.67 |
| Time value: |
0.25 |
| Break-even: |
59.20 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
4.72 |
| Rho: |
0.14 |
Quote data
| Open: |
0.910 |
| High: |
0.950 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.46% |
| 1 Month |
|
|
+318.18% |
| 3 Months |
|
|
+6.98% |
| YTD |
|
|
+360.00% |
| 1 Year |
|
|
-14.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.770 |
| 1M High / 1M Low: |
0.920 |
0.150 |
| 6M High / 6M Low: |
1.650 |
0.150 |
| High (YTD): |
1/24/2025 |
0.920 |
| Low (YTD): |
1/3/2025 |
0.150 |
| 52W High: |
5/20/2024 |
1.920 |
| 52W Low: |
1/3/2025 |
0.150 |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.070 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
1,143.10% |
| Volatility 6M: |
|
463.93% |
| Volatility 1Y: |
|
332.56% |
| Volatility 3Y: |
|
- |