DZ Bank Call 5.5 PSM 19.12.2025
/ DE000DJ8J8H0
DZ Bank Call 5.5 PSM 19.12.2025/ DE000DJ8J8H0 /
2024-04-29 8:09:00 AM |
Chg.-0.18 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.83EUR |
-5.98% |
- Bid Size: - |
- Ask Size: - |
PROSIEBENSAT.1 NA O... |
5.50 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ8J8H |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-17 |
Last trading day: |
2025-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.74 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.52 |
Historic volatility: |
0.44 |
Parity: |
1.85 |
Time value: |
1.09 |
Break-even: |
8.43 |
Moneyness: |
1.34 |
Premium: |
0.15 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.09 |
Spread %: |
3.17% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
2.02 |
Rho: |
0.05 |
Quote data
Open: |
2.83 |
High: |
2.83 |
Low: |
2.83 |
Previous Close: |
3.01 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.66% |
1 Month |
|
|
+32.24% |
3 Months |
|
|
+66.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.06 |
2.73 |
1M High / 1M Low: |
3.27 |
2.09 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |