DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ5DJT9
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ5DJT9 /
08/10/2024 09:04:39 |
Chg.0.000 |
Bid09:14:05 |
Ask09:14:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
0.00% |
0.340 Bid Size: 30,000 |
0.360 Ask Size: 30,000 |
AURUBIS AG |
70.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
06/09/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
15.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.34 |
Parity: |
-0.55 |
Time value: |
0.41 |
Break-even: |
74.10 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.06 |
Spread %: |
17.14% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
6.91 |
Rho: |
0.17 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-20.45% |
3 Months |
|
|
-53.95% |
YTD |
|
|
-51.39% |
1 Year |
|
|
-42.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.350 |
1M High / 1M Low: |
0.600 |
0.310 |
6M High / 6M Low: |
0.870 |
0.310 |
High (YTD): |
20/05/2024 |
0.870 |
Low (YTD): |
24/09/2024 |
0.310 |
52W High: |
20/05/2024 |
0.870 |
52W Low: |
24/09/2024 |
0.310 |
Avg. price 1W: |
|
0.384 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.425 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.608 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.601 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
195.34% |
Volatility 6M: |
|
130.08% |
Volatility 1Y: |
|
105.61% |
Volatility 3Y: |
|
- |