DZ Bank Call 50 NDA 20.06.2025
/ DE000DJ5DJR3
DZ Bank Call 50 NDA 20.06.2025/ DE000DJ5DJR3 /
| 9/17/2024 6:04:36 PM |
Chg.+0.020 |
Bid6:07:47 PM |
Ask6:07:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+2.60% |
0.790
Bid Size: 10,500 |
0.840
Ask Size: 10,500 |
AURUBIS AG |
50.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
9/6/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
1.77 |
| Time value: |
-0.94 |
| Break-even: |
58.30 |
| Moneyness: |
1.35 |
| Premium: |
-0.14 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.770 |
| High: |
0.810 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.76% |
| 1 Month |
|
|
+9.72% |
| 3 Months |
|
|
+1.28% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+1.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.740 |
| 1M High / 1M Low: |
0.780 |
0.730 |
| 6M High / 6M Low: |
0.830 |
0.640 |
| High (YTD): |
7/12/2024 |
0.830 |
| Low (YTD): |
3/5/2024 |
0.580 |
| 52W High: |
7/12/2024 |
0.830 |
| 52W Low: |
3/5/2024 |
0.580 |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.760 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.738 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
31.22% |
| Volatility 6M: |
|
36.54% |
| Volatility 1Y: |
|
34.78% |
| Volatility 3Y: |
|
- |
