DZ Bank Call 5.5 ZIL2 20.06.2025
/ DE000DJ26TY5
DZ Bank Call 5.5 ZIL2 20.06.2025/ DE000DJ26TY5 /
| 2024-05-03 9:35:14 PM |
Chg.-0.100 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-5.00% |
1.900
Bid Size: 1,500 |
1.960
Ask Size: 1,500 |
ELRINGKLINGER AG NA ... |
5.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ26TY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ELRINGKLINGER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
1.24 |
| Time value: |
0.84 |
| Break-even: |
7.58 |
| Moneyness: |
1.23 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
4.52% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.50 |
| Rho: |
0.04 |
Quote data
| Open: |
2.010 |
| High: |
2.060 |
| Low: |
1.860 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.53% |
| 1 Month |
|
|
-14.80% |
| 3 Months |
|
|
+95.88% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.900 |
| 1M High / 1M Low: |
2.440 |
1.760 |
| 6M High / 6M Low: |
2.440 |
0.790 |
| High (YTD): |
2024-04-09 |
2.440 |
| Low (YTD): |
2024-02-08 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.64% |
| Volatility 6M: |
|
135.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
