DZ Bank Call 75 NDA 20.09.2024
/ DE000DJ20P62
DZ Bank Call 75 NDA 20.09.2024/ DE000DJ20P62 /
| 05/07/2024 21:34:44 |
Chg.+0.070 |
Bid21:58:33 |
Ask21:58:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+11.11% |
0.690
Bid Size: 3,000 |
0.720
Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20P6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.33 |
| Parity: |
0.39 |
| Time value: |
0.33 |
| Break-even: |
82.20 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
7.42 |
| Rho: |
0.10 |
Quote data
| Open: |
0.640 |
| High: |
0.740 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.73% |
| 1 Month |
|
|
+59.09% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
-15.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.560 |
| 1M High / 1M Low: |
0.700 |
0.340 |
| 6M High / 6M Low: |
0.940 |
0.072 |
| High (YTD): |
20/05/2024 |
0.940 |
| Low (YTD): |
05/03/2024 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
70.866 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.71% |
| Volatility 6M: |
|
258.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
