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DZ Bank Call 45 IFX 21.03.2025/  DE000DJ0S5W2  /

Frankfurt Zert./DZB
2024-05-02  9:04:57 AM Chg.+0.010 Bid2024-05-02 Ask2024-05-02 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 80,000		 0.130
Ask Size: 80,000		 INFINEON TECH.AG NA ... 45.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S5W
Issuer: DZ Bank AG
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.81
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -1.23
Time value: 0.15
Break-even: 46.50
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.26
Theta: -0.01
Omega: 5.64
Rho: 0.06
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.00%
3 Months
  -33.33%
YTD
  -65.71%
1 Year
  -64.71%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.170 0.070
6M High / 6M Low: 0.380 0.070
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-04-23 0.070
52W High: 2023-07-31 0.550
52W Low: 2024-04-23 0.070
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   277.87%
Volatility 6M:   193.53%
Volatility 1Y:   164.58%
Volatility 3Y:   -