DZ Bank Call 25 SZG 20.12.2024
/ DE000DJ31TY5
DZ Bank Call 25 SZG 20.12.2024/ DE000DJ31TY5 /
| 2024-06-06 8:09:52 AM |
Chg.0.00 |
Bid8:10:02 AM |
Ask8:10:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
0.00% |
1.01
Bid Size: 7,000 |
1.26
Ask Size: 7,000 |
SALZGITTER AG O.N. |
25.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ31TY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SALZGITTER AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
-3.58 |
| Time value: |
1.24 |
| Break-even: |
26.24 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.30 |
| Spread %: |
31.91% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.04 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.27% |
| 1 Month |
|
|
-57.45% |
| 3 Months |
|
|
-50.50% |
| YTD |
|
|
-75.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
0.96 |
| 1M High / 1M Low: |
2.35 |
0.96 |
| 6M High / 6M Low: |
4.53 |
0.96 |
| High (YTD): |
2024-01-02 |
3.98 |
| Low (YTD): |
2024-06-04 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.95% |
| Volatility 6M: |
|
160.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
