DZ Bank Call 75 NDA 20.06.2025
/ DE000DJ3S052
DZ Bank Call 75 NDA 20.06.2025/ DE000DJ3S052 /
14/08/2024 21:35:03 |
Chg.+0.020 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+5.41% |
0.390 Bid Size: 3,000 |
0.420 Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
05/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.33 |
Parity: |
-1.13 |
Time value: |
0.40 |
Break-even: |
79.00 |
Moneyness: |
0.85 |
Premium: |
0.24 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
8.11% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
5.93 |
Rho: |
0.17 |
Quote data
Open: |
0.370 |
High: |
0.400 |
Low: |
0.370 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.71% |
1 Month |
|
|
-69.29% |
3 Months |
|
|
-66.95% |
YTD |
|
|
-67.50% |
1 Year |
|
|
-73.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.340 |
1M High / 1M Low: |
1.190 |
0.320 |
6M High / 6M Low: |
1.450 |
0.320 |
High (YTD): |
20/05/2024 |
1.450 |
Low (YTD): |
05/08/2024 |
0.320 |
52W High: |
17/11/2023 |
1.700 |
52W Low: |
05/08/2024 |
0.320 |
Avg. price 1W: |
|
0.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.698 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.844 |
Avg. volume 6M: |
|
264.740 |
Avg. price 1Y: |
|
1.025 |
Avg. volume 1Y: |
|
248.523 |
Volatility 1M: |
|
212.27% |
Volatility 6M: |
|
161.11% |
Volatility 1Y: |
|
140.34% |
Volatility 3Y: |
|
- |