DZ Bank Call 40 SBS 20.06.2025
/ DE000DJ278X1
DZ Bank Call 40 SBS 20.06.2025/ DE000DJ278X1 /
| 2024-05-02 2:04:29 PM |
Chg.+0.020 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+2.41% |
0.850
Bid Size: 20,000 |
0.900
Ask Size: 20,000 |
STRATEC SE NA O.N. |
40.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ278X |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
STRATEC SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
0.33 |
| Time value: |
0.64 |
| Break-even: |
49.70 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
18.29% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.09 |
| Rho: |
0.23 |
Quote data
| Open: |
0.830 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.10% |
| 1 Month |
|
|
+63.46% |
| 3 Months |
|
|
-3.41% |
| YTD |
|
|
-26.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.620 |
| 1M High / 1M Low: |
0.830 |
0.460 |
| 6M High / 6M Low: |
1.360 |
0.460 |
| High (YTD): |
2024-02-22 |
1.050 |
| Low (YTD): |
2024-04-04 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.743 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.71% |
| Volatility 6M: |
|
123.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
