DZ Bank Call 50 NDA 20.06.2025
/ DE000DJ5DJR3
DZ Bank Call 50 NDA 20.06.2025/ DE000DJ5DJR3 /
| 16/07/2024 16:04:53 |
Chg.+0.020 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+2.44% |
0.840
Bid Size: 30,000 |
0.880
Ask Size: 30,000 |
AURUBIS AG |
50.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ5DJR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
2.81 |
| Time value: |
-1.87 |
| Break-even: |
59.40 |
| Moneyness: |
1.56 |
| Premium: |
-0.24 |
| Premium p.a.: |
-0.25 |
| Spread abs.: |
0.12 |
| Spread %: |
14.63% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.820 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
+6.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.820 |
| 1M High / 1M Low: |
0.830 |
0.780 |
| 6M High / 6M Low: |
0.830 |
0.580 |
| High (YTD): |
12/07/2024 |
0.830 |
| Low (YTD): |
05/03/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
17.54% |
| Volatility 6M: |
|
31.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
