DZ Bank Call 75 NDA 20.06.2025
/ DE000DJ3S052
DZ Bank Call 75 NDA 20.06.2025/ DE000DJ3S052 /
| 7/30/2024 6:09:48 PM |
Chg.-0.080 |
Bid7:59:01 PM |
Ask7:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-9.76% |
0.720
Bid Size: 7,500 |
0.750
Ask Size: 7,500 |
AURUBIS AG |
75.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ3S05 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
-0.33 |
| Time value: |
0.84 |
| Break-even: |
83.40 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
4.65 |
| Rho: |
0.27 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.700 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
-22.11% |
| 3 Months |
|
|
-33.93% |
| YTD |
|
|
-39.34% |
| 1 Year |
|
|
-65.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.700 |
| 1M High / 1M Low: |
1.300 |
0.700 |
| 6M High / 6M Low: |
1.430 |
0.330 |
| High (YTD): |
5/20/2024 |
1.430 |
| Low (YTD): |
3/5/2024 |
0.330 |
| 52W High: |
7/31/2023 |
2.310 |
| 52W Low: |
3/5/2024 |
0.330 |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.854 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.083 |
| Avg. volume 1Y: |
|
45.098 |
| Volatility 1M: |
|
115.39% |
| Volatility 6M: |
|
137.03% |
| Volatility 1Y: |
|
120.28% |
| Volatility 3Y: |
|
- |
