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DZ Bank Call 70 NDA 20.12.2024/  DE000DJ1ZKG6  /

Frankfurt Zert./DZB
2024-06-27  9:34:52 PM Chg.-0.070 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.950EUR -6.86% 0.950
Bid Size: 3,000		 0.980
Ask Size: 3,000		 AURUBIS AG 70.00 - 2024-12-20 Call
 

Master data

WKN: DJ1ZKG
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-05-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.01
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.44
Implied volatility: 0.38
Historic volatility: 0.33
Parity: 0.44
Time value: 0.63
Break-even: 80.60
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.91%
Delta: 0.67
Theta: -0.02
Omega: 4.67
Rho: 0.19
 

Quote data

Open: 1.020
High: 1.050
Low: 0.950
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.49%
1 Month
  -22.13%
3 Months  
+72.73%
YTD
  -24.00%
1 Year
  -52.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.020
1M High / 1M Low: 1.310 0.800
6M High / 6M Low: 1.510 0.250
High (YTD): 2024-05-20 1.510
Low (YTD): 2024-03-05 0.250
52W High: 2023-07-31 2.360
52W Low: 2024-03-05 0.250
Avg. price 1W:   1.130
Avg. volume 1W:   0.000
Avg. price 1M:   1.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   204.724
Avg. price 1Y:   1.183
Avg. volume 1Y:   101.563
Volatility 1M:   170.24%
Volatility 6M:   164.10%
Volatility 1Y:   141.57%
Volatility 3Y:   -