DZ Bank Call 60 NDA 20.06.2025
/ DE000DJ5DJS1
DZ Bank Call 60 NDA 20.06.2025/ DE000DJ5DJS1 /
27/06/2024 18:09:34 |
Chg.-0.030 |
Bid18:53:11 |
Ask18:53:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-3.09% |
0.940 Bid Size: 10,500 |
0.990 Ask Size: 10,500 |
AURUBIS AG |
60.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ5DJS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
06/09/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.91 |
Intrinsic value: |
1.44 |
Implied volatility: |
- |
Historic volatility: |
0.33 |
Parity: |
1.44 |
Time value: |
-0.42 |
Break-even: |
70.20 |
Moneyness: |
1.24 |
Premium: |
-0.06 |
Premium p.a.: |
-0.06 |
Spread abs.: |
0.06 |
Spread %: |
6.25% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.960 |
High: |
0.970 |
Low: |
0.940 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.84% |
1 Month |
|
|
-6.93% |
3 Months |
|
|
+30.56% |
YTD |
|
|
+1.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.970 |
1M High / 1M Low: |
1.030 |
0.870 |
6M High / 6M Low: |
1.070 |
0.530 |
High (YTD): |
20/05/2024 |
1.070 |
Low (YTD): |
05/03/2024 |
0.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.996 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.958 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.813 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.36% |
Volatility 6M: |
|
66.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |