DZ Bank Call 60 NDA 20.09.2024
/ DE000DJ22790
DZ Bank Call 60 NDA 20.09.2024/ DE000DJ22790 /
| 05/08/2024 08:19:44 |
Chg.-0.090 |
Bid08:35:03 |
Ask08:35:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-15.25% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
60.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
- |
| Historic volatility: |
0.31 |
| Parity: |
0.89 |
| Time value: |
-0.26 |
| Break-even: |
66.30 |
| Moneyness: |
1.15 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
8.62% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.35% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
+4.17% |
| YTD |
|
|
-13.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.590 |
| 1M High / 1M Low: |
0.670 |
0.590 |
| 6M High / 6M Low: |
0.670 |
0.300 |
| High (YTD): |
16/07/2024 |
0.670 |
| Low (YTD): |
05/03/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.28% |
| Volatility 6M: |
|
72.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
