DZ Bank Call 65 NDA 20.09.2024
/ DE000DJ20P47
DZ Bank Call 65 NDA 20.09.2024/ DE000DJ20P47 /
| 7/5/2024 9:34:30 PM |
Chg.+0.090 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+6.52% |
1.460
Bid Size: 3,000 |
1.520
Ask Size: 3,000 |
AURUBIS AG |
65.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ20P4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
1.39 |
| Time value: |
0.13 |
| Break-even: |
80.20 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
4.11% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.62 |
| Rho: |
0.11 |
Quote data
| Open: |
1.390 |
| High: |
1.520 |
| Low: |
1.390 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.72% |
| 1 Month |
|
|
+42.72% |
| 3 Months |
|
|
+86.08% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.260 |
| 1M High / 1M Low: |
1.470 |
0.890 |
| 6M High / 6M Low: |
1.690 |
0.260 |
| High (YTD): |
5/20/2024 |
1.690 |
| Low (YTD): |
3/5/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.910 |
| Avg. volume 6M: |
|
125.984 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.74% |
| Volatility 6M: |
|
179.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
