DZ Bank Call 70 NDA 20.09.2024
/ DE000DJ20P54
DZ Bank Call 70 NDA 20.09.2024/ DE000DJ20P54 /
9/5/2024 6:12:28 PM |
Chg.+0.023 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
+65.71% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/9/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
195.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.32 |
Parity: |
-0.37 |
Time value: |
0.03 |
Break-even: |
70.34 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
3.22 |
Spread abs.: |
0.00 |
Spread %: |
6.25% |
Delta: |
0.18 |
Theta: |
-0.03 |
Omega: |
34.41 |
Rho: |
0.00 |
Quote data
Open: |
0.032 |
High: |
0.078 |
Low: |
0.032 |
Previous Close: |
0.035 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.50% |
1 Month |
|
|
+34.88% |
3 Months |
|
|
-93.01% |
YTD |
|
|
-94.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.035 |
1M High / 1M Low: |
0.140 |
0.035 |
6M High / 6M Low: |
1.260 |
0.029 |
High (YTD): |
5/20/2024 |
1.260 |
Low (YTD): |
8/5/2024 |
0.029 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.073 |
Avg. volume 1M: |
|
86.957 |
Avg. price 6M: |
|
0.598 |
Avg. volume 6M: |
|
54.264 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
464.29% |
Volatility 6M: |
|
309.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |