DZ Bank Call 750 RAA 20.06.2025
/ DE000DJ44PP4
DZ Bank Call 750 RAA 20.06.2025/ DE000DJ44PP4 /
| 1/24/2025 9:42:57 PM |
Chg.+0.810 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.690EUR |
+6.82% |
12.700
Bid Size: 2,000 |
13.150
Ask Size: 2,000 |
RATIONAL AG |
750.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ44PP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
8/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.46 |
| Intrinsic value: |
10.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
10.40 |
| Time value: |
2.75 |
| Break-even: |
881.50 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.45 |
| Spread %: |
3.54% |
| Delta: |
0.80 |
| Theta: |
-0.19 |
| Omega: |
5.21 |
| Rho: |
2.21 |
Quote data
| Open: |
12.480 |
| High: |
12.940 |
| Low: |
12.330 |
| Previous Close: |
11.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
+6.91% |
| 3 Months |
|
|
-38.49% |
| YTD |
|
|
+19.72% |
| 1 Year |
|
|
+35.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.690 |
10.720 |
| 1M High / 1M Low: |
12.690 |
8.960 |
| 6M High / 6M Low: |
21.390 |
8.960 |
| High (YTD): |
1/24/2025 |
12.690 |
| Low (YTD): |
1/13/2025 |
8.960 |
| 52W High: |
10/18/2024 |
21.390 |
| 52W Low: |
3/6/2024 |
8.820 |
| Avg. price 1W: |
|
11.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
16.233 |
| Avg. volume 6M: |
|
.397 |
| Avg. price 1Y: |
|
14.268 |
| Avg. volume 1Y: |
|
.395 |
| Volatility 1M: |
|
101.41% |
| Volatility 6M: |
|
113.00% |
| Volatility 1Y: |
|
111.45% |
| Volatility 3Y: |
|
- |