DZ Bank Call 265 ALV 21.03.2025
/ DE000DJ0SX01
DZ Bank Call 265 ALV 21.03.2025/ DE000DJ0SX01 /
| 2024-04-29 8:14:01 AM |
Chg.+0.06 |
Bid1:02:20 PM |
Ask1:02:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+3.43% |
1.77
Bid Size: 30,000 |
1.79
Ask Size: 30,000 |
ALLIANZ SE NA O.N. |
265.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0SX0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.16 |
| Parity: |
0.05 |
| Time value: |
1.77 |
| Break-even: |
283.20 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.25% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
9.32 |
| Rho: |
1.35 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.12% |
| 1 Month |
|
|
-28.46% |
| 3 Months |
|
|
+54.70% |
| YTD |
|
|
+69.16% |
| 1 Year |
|
|
+105.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.75 |
| 1M High / 1M Low: |
2.56 |
1.54 |
| 6M High / 6M Low: |
2.56 |
0.56 |
| High (YTD): |
2024-04-02 |
2.56 |
| Low (YTD): |
2024-02-27 |
0.93 |
| 52W High: |
2024-04-02 |
2.56 |
| 52W Low: |
2023-07-07 |
0.41 |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
137.89% |
| Volatility 6M: |
|
115.45% |
| Volatility 1Y: |
|
115.08% |
| Volatility 3Y: |
|
- |
