DZ Bank Call 5.5 PSM 20.06.2025
/ DE000DJ5LG53
DZ Bank Call 5.5 PSM 20.06.2025/ DE000DJ5LG53 /
| 20/05/2024 21:35:10 |
Chg.-0.090 |
Bid21:59:17 |
Ask21:59:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
-3.30% |
2.640
Bid Size: 4,000 |
2.730
Ask Size: 4,000 |
PROSIEBENSAT.1 NA O... |
5.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ5LG5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PROSIEBENSAT.1 NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
23/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.45 |
| Parity: |
2.03 |
| Time value: |
0.79 |
| Break-even: |
8.32 |
| Moneyness: |
1.37 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
3.30% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.19 |
| Rho: |
0.04 |
Quote data
| Open: |
2.720 |
| High: |
2.800 |
| Low: |
2.640 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.76% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+88.57% |
| YTD |
|
|
+137.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.410 |
| 1M High / 1M Low: |
2.870 |
2.330 |
| 6M High / 6M Low: |
3.020 |
0.920 |
| High (YTD): |
17/04/2024 |
3.020 |
| Low (YTD): |
07/02/2024 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.34% |
| Volatility 6M: |
|
134.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
