DZ Bank Call 20 SZG 20.06.2025
/ DE000DJ5AL67
DZ Bank Call 20 SZG 20.06.2025/ DE000DJ5AL67 /
| 2024-06-12 9:34:42 PM |
Chg.-0.050 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.040
Bid Size: 2,000 |
1.340
Ask Size: 2,000 |
SALZGITTER AG O.N. |
20.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5AL6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.35 |
| Parity: |
0.42 |
| Time value: |
0.97 |
| Break-even: |
21.39 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.30 |
| Spread %: |
27.52% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
11.32 |
| Rho: |
0.15 |
Quote data
| Open: |
1.130 |
| High: |
1.200 |
| Low: |
1.050 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-22.79% |
| 3 Months |
|
|
-23.36% |
| YTD |
|
|
-39.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.100 |
| 1M High / 1M Low: |
1.510 |
1.100 |
| 6M High / 6M Low: |
1.740 |
1.100 |
| High (YTD): |
2024-01-02 |
1.590 |
| Low (YTD): |
2024-06-11 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.03% |
| Volatility 6M: |
|
52.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
