DZ Bank Call 60 NDA 20.09.2024
/ DE000DJ22790
DZ Bank Call 60 NDA 20.09.2024/ DE000DJ22790 /
| 2024-07-10 6:11:06 PM |
Chg.0.000 |
Bid6:31:13 PM |
Ask6:31:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
60.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2279 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.33 |
| Parity: |
1.82 |
| Time value: |
-1.05 |
| Break-even: |
67.70 |
| Moneyness: |
1.30 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.52 |
| Spread abs.: |
0.12 |
| Spread %: |
18.46% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.650 |
| High: |
0.700 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
+8.20% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+13.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.640 |
| 1M High / 1M Low: |
0.660 |
0.560 |
| 6M High / 6M Low: |
0.660 |
0.300 |
| High (YTD): |
2024-07-09 |
0.660 |
| Low (YTD): |
2024-03-05 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.53% |
| Volatility 6M: |
|
76.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
