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DZ Bank Call 70 NDA 20.12.2024/  DE000DJ1ZKG6  /

Frankfurt Zert./DZB
14/08/2024  17:04:31 Chg.+0.030 Bid17:36:01 Ask17:36:01 Underlying Strike price Expiration date Option type
0.320EUR +10.34% 0.320
Bid Size: 10,500		 0.350
Ask Size: 10,500		 AURUBIS AG 70.00 - 20/12/2024 Call
 

Master data

WKN: DJ1ZKG
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 20/12/2024
Issue date: 26/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.30
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -0.63
Time value: 0.33
Break-even: 73.30
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.39
Theta: -0.02
Omega: 7.53
Rho: 0.08
 

Quote data

Open: 0.300
High: 0.330
Low: 0.290
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.00%
1 Month
  -75.19%
3 Months
  -73.55%
YTD
  -74.40%
1 Year
  -78.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.250
1M High / 1M Low: 1.210 0.240
6M High / 6M Low: 1.510 0.240
High (YTD): 20/05/2024 1.510
Low (YTD): 05/08/2024 0.240
52W High: 17/11/2023 1.840
52W Low: 05/08/2024 0.240
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.831
Avg. volume 6M:   204.724
Avg. price 1Y:   1.030
Avg. volume 1Y:   101.563
Volatility 1M:   270.27%
Volatility 6M:   191.10%
Volatility 1Y:   160.32%
Volatility 3Y:   -