DZ Bank Call 76 HEN3 21.03.2025
/ DE000DJ0S5A8
DZ Bank Call 76 HEN3 21.03.2025/ DE000DJ0S5A8 /
| 1/9/2025 8:17:52 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
76.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ0S5A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
1/10/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
0.78 |
| Time value: |
0.20 |
| Break-even: |
85.80 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
6.64 |
| Rho: |
0.08 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+11.63% |
| YTD |
|
|
+1.05% |
| 1 Year |
|
|
+118.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.000 |
0.820 |
| 6M High / 6M Low: |
1.090 |
0.400 |
| High (YTD): |
1/2/2025 |
1.000 |
| Low (YTD): |
1/7/2025 |
0.820 |
| 52W High: |
6/11/2024 |
1.310 |
| 52W Low: |
3/5/2024 |
0.220 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.796 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.759 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
109.62% |
| Volatility 6M: |
|
168.97% |
| Volatility 1Y: |
|
169.49% |
| Volatility 3Y: |
|
- |