DZ Bank Call 8.5 PSM 20.06.2025
/ DE000DJ4P4C6
DZ Bank Call 8.5 PSM 20.06.2025/ DE000DJ4P4C6 /
2024-05-21 8:24:16 AM |
Chg.-0.07 |
Bid10:51:50 AM |
Ask10:51:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
-6.25% |
1.05 Bid Size: 40,000 |
1.07 Ask Size: 40,000 |
PROSIEBENSAT.1 NA O... |
8.50 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ4P4C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-07 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.45 |
Parity: |
-1.08 |
Time value: |
1.12 |
Break-even: |
9.62 |
Moneyness: |
0.87 |
Premium: |
0.30 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.06 |
Spread %: |
5.66% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
3.41 |
Rho: |
0.03 |
Quote data
Open: |
1.05 |
High: |
1.05 |
Low: |
1.05 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.94% |
1 Month |
|
|
+10.53% |
3 Months |
|
|
+118.75% |
YTD |
|
|
+200.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.16 |
0.87 |
1M High / 1M Low: |
1.24 |
0.87 |
6M High / 6M Low: |
1.42 |
0.24 |
High (YTD): |
2024-04-18 |
1.42 |
Low (YTD): |
2024-02-08 |
0.30 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.02% |
Volatility 6M: |
|
214.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |