DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ5DJT9
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ5DJT9 /
| 6/27/2024 6:09:34 PM |
Chg.-0.030 |
Bid6:53:11 PM |
Ask6:53:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-4.23% |
0.680
Bid Size: 10,500 |
0.730
Ask Size: 10,500 |
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: |
9.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.33 |
| Parity: |
0.44 |
| Time value: |
0.33 |
| Break-even: |
77.60 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
8.57% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
8.08 |
| Rho: |
0.53 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.680 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.69% |
| 1 Month |
|
|
-12.82% |
| 3 Months |
|
|
+38.78% |
| YTD |
|
|
-6.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.710 |
| 1M High / 1M Low: |
0.810 |
0.650 |
| 6M High / 6M Low: |
0.870 |
0.310 |
| High (YTD): |
5/20/2024 |
0.870 |
| Low (YTD): |
3/5/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
62.992 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.93% |
| Volatility 6M: |
|
90.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
