DZ Bank Call 65 NDA 20.09.2024
/ DE000DJ20P47
DZ Bank Call 65 NDA 20.09.2024/ DE000DJ20P47 /
| 2024-07-30 1:06:19 PM |
Chg.-0.160 |
Bid1:41:26 PM |
Ask1:41:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-19.05% |
0.700
Bid Size: 30,000 |
0.710
Ask Size: 30,000 |
AURUBIS AG |
65.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
0.67 |
| Time value: |
0.22 |
| Break-even: |
73.90 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
7.23% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
6.11 |
| Rho: |
0.06 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.680 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-35.24% |
| 3 Months |
|
|
-47.69% |
| YTD |
|
|
-52.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.720 |
| 1M High / 1M Low: |
1.520 |
0.720 |
| 6M High / 6M Low: |
1.670 |
0.260 |
| High (YTD): |
2024-05-20 |
1.670 |
| Low (YTD): |
2024-03-05 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.940 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.83% |
| Volatility 6M: |
|
168.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
