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DZ Bank Call 75 NDA 20.06.2025/  DE000DJ3S052  /

Frankfurt Zert./DZB
7/31/2024  11:35:20 AM Chg.+0.080 Bid11:52:40 AM Ask11:52:40 AM Underlying Strike price Expiration date Option type
0.800EUR +11.11% 0.800
Bid Size: 30,000		 0.810
Ask Size: 30,000		 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: 9.43
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.32
Parity: -0.43
Time value: 0.75
Break-even: 82.50
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.52
Theta: -0.02
Omega: 4.93
Rho: 0.26
 

Quote data

Open: 0.740
High: 0.820
Low: 0.740
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -14.89%
3 Months
  -27.93%
YTD
  -33.33%
1 Year
  -65.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.720
1M High / 1M Low: 1.290 0.700
6M High / 6M Low: 1.450 0.330
High (YTD): 5/20/2024 1.450
Low (YTD): 3/5/2024 0.330
52W High: 7/31/2023 2.300
52W Low: 3/5/2024 0.330
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   264.740
Avg. price 1Y:   1.080
Avg. volume 1Y:   248.523
Volatility 1M:   116.87%
Volatility 6M:   145.45%
Volatility 1Y:   131.61%
Volatility 3Y:   -