DZ Bank Call 75 NDA 20.06.2025
/ DE000DJ3S052
DZ Bank Call 75 NDA 20.06.2025/ DE000DJ3S052 /
| 11/11/2024 4:05:30 PM |
Chg.+0.04 |
Bid4:14:23 PM |
Ask4:14:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+2.99% |
1.38
Bid Size: 30,000 |
1.39
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: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.36 |
| Parity: |
0.67 |
| Time value: |
0.68 |
| Break-even: |
88.50 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
4.20 |
| Rho: |
0.26 |
Quote data
| Open: |
1.32 |
| High: |
1.47 |
| Low: |
1.32 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.22% |
| 1 Month |
|
|
+305.88% |
| 3 Months |
|
|
+263.16% |
| YTD |
|
|
+13.11% |
| 1 Year |
|
|
-4.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.77 |
| 1M High / 1M Low: |
1.34 |
0.25 |
| 6M High / 6M Low: |
1.43 |
0.25 |
| High (YTD): |
5/20/2024 |
1.43 |
| Low (YTD): |
10/15/2024 |
0.25 |
| 52W High: |
11/15/2023 |
1.71 |
| 52W Low: |
10/15/2024 |
0.25 |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
23.62 |
| Volatility 1M: |
|
293.40% |
| Volatility 6M: |
|
212.84% |
| Volatility 1Y: |
|
174.61% |
| Volatility 3Y: |
|
- |
