DZ Bank Call 75 NDA 20.09.2024
/ DE000DJ20P62
DZ Bank Call 75 NDA 20.09.2024/ DE000DJ20P62 /
| 7/29/2024 9:35:18 PM |
Chg.+0.010 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+4.35% |
0.240
Bid Size: 3,000 |
0.270
Ask Size: 3,000 |
AURUBIS AG |
75.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.37 |
| Time value: |
0.27 |
| Break-even: |
77.70 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
10.67 |
| Rho: |
0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.260 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-41.46% |
| 3 Months |
|
|
-63.08% |
| YTD |
|
|
-71.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.710 |
0.180 |
| 6M High / 6M Low: |
0.940 |
0.072 |
| High (YTD): |
5/20/2024 |
0.940 |
| Low (YTD): |
3/5/2024 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
70.866 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.41% |
| Volatility 6M: |
|
263.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
