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DZ Bank Call 75 NDA 20.06.2025/  DE000DJ3S052  /

Frankfurt Zert./DZB
2024-07-05  9:34:55 PM Chg.+0.110 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
1.290EUR +9.32% 1.280
Bid Size: 3,000		 1.310
Ask Size: 3,000		 AURUBIS AG 75.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.02
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.39
Implied volatility: 0.32
Historic volatility: 0.33
Parity: 0.39
Time value: 0.92
Break-even: 88.10
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 2.34%
Delta: 0.67
Theta: -0.02
Omega: 4.01
Rho: 0.38
 

Quote data

Open: 1.190
High: 1.330
Low: 1.190
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.23%
1 Month  
+34.38%
3 Months  
+79.17%
YTD  
+7.50%
1 Year
  -33.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.090
1M High / 1M Low: 1.290 0.830
6M High / 6M Low: 1.450 0.330
High (YTD): 2024-05-20 1.450
Low (YTD): 2024-03-05 0.330
52W High: 2023-07-13 2.310
52W Low: 2024-03-05 0.330
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   1.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.828
Avg. volume 6M:   264.740
Avg. price 1Y:   1.150
Avg. volume 1Y:   249.498
Volatility 1M:   158.88%
Volatility 6M:   147.47%
Volatility 1Y:   130.29%
Volatility 3Y:   -