DZ Bank Call 5.5 PSM 20.06.2025
/ DE000DJ5LG53
DZ Bank Call 5.5 PSM 20.06.2025/ DE000DJ5LG53 /
| 2024-05-17 8:27:05 AM |
Chg.+0.19 |
Bid9:13:09 PM |
Ask9:13:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
+7.34% |
2.73
Bid Size: 10,000 |
2.81
Ask Size: 10,000 |
PROSIEBENSAT.1 NA O... |
5.50 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.44 |
| Parity: |
2.11 |
| Time value: |
0.80 |
| Break-even: |
8.40 |
| Moneyness: |
1.38 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
3.20% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.16 |
| Rho: |
0.04 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.35% |
| 1 Month |
|
|
+3.35% |
| 3 Months |
|
|
+80.52% |
| YTD |
|
|
+162.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
2.35 |
| 1M High / 1M Low: |
3.09 |
2.34 |
| 6M High / 6M Low: |
3.09 |
0.91 |
| High (YTD): |
2024-04-18 |
3.09 |
| Low (YTD): |
2024-02-08 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.71% |
| Volatility 6M: |
|
147.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
