DZ Bank Call 95 SY1 20.06.2025
/ DE000DJ5AN32
DZ Bank Call 95 SY1 20.06.2025/ DE000DJ5AN32 /
| 2024-05-16 7:34:35 PM |
Chg.-0.530 |
Bid7:41:39 PM |
Ask7:41:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.670EUR |
-4.34% |
11.670
Bid Size: 4,000 |
11.720
Ask Size: 4,000 |
SYMRISE AG INH. O.N. |
95.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5AN3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.27 |
| Intrinsic value: |
7.20 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.21 |
| Parity: |
7.20 |
| Time value: |
5.04 |
| Break-even: |
107.24 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.41% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.01 |
| Rho: |
0.81 |
Quote data
| Open: |
11.940 |
| High: |
12.100 |
| Low: |
11.670 |
| Previous Close: |
12.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
-8.47% |
| 3 Months |
|
|
+8.36% |
| YTD |
|
|
-0.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.790 |
12.080 |
| 1M High / 1M Low: |
13.770 |
11.110 |
| 6M High / 6M Low: |
16.590 |
8.620 |
| High (YTD): |
2024-03-25 |
16.590 |
| Low (YTD): |
2024-01-23 |
8.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.44% |
| Volatility 6M: |
|
73.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
