DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ5DJT9
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ5DJT9 /
| 29/07/2024 16:04:34 |
Chg.+0.010 |
Bid16:48:23 |
Ask16:48:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+1.64% |
0.600
Bid Size: 30,000 |
0.620
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: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.32 |
| Parity: |
0.14 |
| Time value: |
0.53 |
| Break-even: |
76.60 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
10.00% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
7.05 |
| Rho: |
0.36 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.82% |
| 3 Months |
|
|
-19.48% |
| YTD |
|
|
-15.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.570 |
| 1M High / 1M Low: |
0.820 |
0.570 |
| 6M High / 6M Low: |
0.870 |
0.310 |
| High (YTD): |
20/05/2024 |
0.870 |
| Low (YTD): |
05/03/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
62.992 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.72% |
| Volatility 6M: |
|
92.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
