DZ Bank Call 70 NDA 20.12.2024
/ DE000DJ5DJP7
DZ Bank Call 70 NDA 20.12.2024/ DE000DJ5DJP7 /
| 8/2/2024 9:34:58 PM |
Chg.-0.090 |
Bid9:58:06 PM |
Ask8/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-16.07% |
0.480
Bid Size: 3,000 |
-
Ask Size: - |
AURUBIS AG |
70.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ5DJP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.32 |
| Parity: |
0.17 |
| Time value: |
0.44 |
| Break-even: |
76.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
7.32 |
| Rho: |
0.15 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.470 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.32% |
| 1 Month |
|
|
-37.33% |
| 3 Months |
|
|
-36.49% |
| YTD |
|
|
-35.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
0.870 |
0.510 |
| 6M High / 6M Low: |
0.890 |
0.200 |
| High (YTD): |
5/20/2024 |
0.890 |
| Low (YTD): |
3/5/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.576 |
| Avg. volume 6M: |
|
22.047 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.57% |
| Volatility 6M: |
|
130.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
