DZ Bank Call 100 SY1 20.06.2025
/ DE000DJ37W15
DZ Bank Call 100 SY1 20.06.2025/ DE000DJ37W15 /
| 2024-05-31 9:35:14 PM |
Chg.+0.020 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+1.10% |
1.860
Bid Size: 6,000 |
1.870
Ask Size: 6,000 |
SYMRISE AG INH. O.N. |
100.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ37W1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.93 |
| Time value: |
0.90 |
| Break-even: |
118.30 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
4.40 |
| Rho: |
0.66 |
Quote data
| Open: |
1.820 |
| High: |
1.860 |
| Low: |
1.770 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.85% |
| 1 Month |
|
|
+54.62% |
| 3 Months |
|
|
+80.39% |
| YTD |
|
|
+38.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.510 |
| 1M High / 1M Low: |
1.820 |
1.180 |
| 6M High / 6M Low: |
2.090 |
0.910 |
| High (YTD): |
2024-03-25 |
2.090 |
| Low (YTD): |
2024-01-23 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.49% |
| Volatility 6M: |
|
94.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
