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DZ Bank Call 70 NDA 20.06.2025/  DE000DJ5DJT9  /

EUWAX
10/8/2024  8:04:59 AM Chg.-0.020 Bid10:24:54 AM Ask10:24:54 AM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.330
Bid Size: 30,000		 0.350
Ask Size: 30,000		 AURUBIS AG 70.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 9/6/2023
Last trading day: 6/19/2025
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: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.63%
1 Month
  -22.22%
3 Months
  -53.95%
YTD
  -52.05%
1 Year
  -41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.370
1M High / 1M Low: 0.610 0.320
6M High / 6M Low: 0.870 0.300
High (YTD): 5/20/2024 0.870
Low (YTD): 8/5/2024 0.300
52W High: 5/20/2024 0.870
52W Low: 8/5/2024 0.300
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   61.538
Avg. price 1Y:   0.603
Avg. volume 1Y:   31.373
Volatility 1M:   203.50%
Volatility 6M:   136.31%
Volatility 1Y:   108.80%
Volatility 3Y:   -