DZ Bank Call 75 NDA 20.06.2025
/ DE000DJ3S052
DZ Bank Call 75 NDA 20.06.2025/ DE000DJ3S052 /
| 7/17/2024 9:35:11 PM |
Chg.-0.070 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-6.31% |
1.040
Bid Size: 3,000 |
1.070
Ask Size: 3,000 |
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: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.13 |
| Time value: |
1.01 |
| Break-even: |
86.40 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
4.18 |
| Rho: |
0.34 |
Quote data
| Open: |
1.100 |
| High: |
1.150 |
| Low: |
1.040 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.11% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-6.31% |
| YTD |
|
|
-13.33% |
| 1 Year |
|
|
-49.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.110 |
| 1M High / 1M Low: |
1.290 |
0.910 |
| 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: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.845 |
| Avg. volume 6M: |
|
264.740 |
| Avg. price 1Y: |
|
1.129 |
| Avg. volume 1Y: |
|
248.523 |
| Volatility 1M: |
|
151.73% |
| Volatility 6M: |
|
146.19% |
| Volatility 1Y: |
|
130.06% |
| Volatility 3Y: |
|
- |
