DZ Bank Call 70 NDA 20.09.2024
/ DE000DJ20P54
DZ Bank Call 70 NDA 20.09.2024/ DE000DJ20P54 /
2024-07-31 8:34:48 AM |
Chg.+0.020 |
Bid8:44:43 AM |
Ask8:44:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+5.41% |
0.390 Bid Size: 10,500 |
0.410 Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20P5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
0.17 |
Time value: |
0.35 |
Break-even: |
75.20 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
6.12% |
Delta: |
0.61 |
Theta: |
-0.04 |
Omega: |
8.38 |
Rho: |
0.05 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-43.48% |
3 Months |
|
|
-58.95% |
YTD |
|
|
-64.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.370 |
1M High / 1M Low: |
1.080 |
0.370 |
6M High / 6M Low: |
1.280 |
0.140 |
High (YTD): |
2024-05-20 |
1.280 |
Low (YTD): |
2024-03-05 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.782 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.643 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.46% |
Volatility 6M: |
|
221.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |