DZ Bank Call 5 PSM 20.06.2025
/ DE000DJ5J6S4
DZ Bank Call 5 PSM 20.06.2025/ DE000DJ5J6S4 /
2024-05-17 6:05:02 PM |
Chg.-0.070 |
Bid6:29:56 PM |
Ask6:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.090EUR |
-2.22% |
3.100 Bid Size: 14,000 |
3.170 Ask Size: 14,000 |
PROSIEBENSAT.1 NA O... |
5.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ5J6S |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-10-20 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.04 |
Intrinsic value: |
2.61 |
Implied volatility: |
0.57 |
Historic volatility: |
0.44 |
Parity: |
2.61 |
Time value: |
0.66 |
Break-even: |
8.26 |
Moneyness: |
1.52 |
Premium: |
0.09 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.09 |
Spread %: |
2.84% |
Delta: |
0.86 |
Theta: |
0.00 |
Omega: |
2.00 |
Rho: |
0.04 |
Quote data
Open: |
3.140 |
High: |
3.180 |
Low: |
3.090 |
Previous Close: |
3.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.57% |
1 Month |
|
|
-8.58% |
3 Months |
|
|
+86.14% |
YTD |
|
|
+127.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.160 |
2.750 |
1M High / 1M Low: |
3.380 |
2.660 |
6M High / 6M Low: |
3.380 |
1.130 |
High (YTD): |
2024-04-17 |
3.380 |
Low (YTD): |
2024-02-07 |
1.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.906 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.921 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.991 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.24% |
Volatility 6M: |
|
121.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |