DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ5DJT9
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ5DJT9 /
| 2024-07-31 9:34:35 PM |
Chg.+0.040 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+7.02% |
0.610
Bid Size: 3,000 |
0.670
Ask Size: 3,000 |
AURUBIS AG |
70.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5DJT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.32 |
| Parity: |
0.07 |
| Time value: |
0.56 |
| Break-even: |
76.30 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
10.53% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
7.06 |
| Rho: |
0.34 |
Quote data
| Open: |
0.580 |
| High: |
0.640 |
| Low: |
0.580 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
-8.96% |
| 3 Months |
|
|
-18.67% |
| YTD |
|
|
-15.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.570 |
| 1M High / 1M Low: |
0.800 |
0.570 |
| 6M High / 6M Low: |
0.870 |
0.310 |
| High (YTD): |
2024-05-20 |
0.870 |
| Low (YTD): |
2024-03-05 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.609 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.00% |
| Volatility 6M: |
|
94.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
