DZ Bank Call 75 NDA 20.12.2024
/ DE000DJ1RYZ4
DZ Bank Call 75 NDA 20.12.2024/ DE000DJ1RYZ4 /
| 12/11/2024 08:04:56 |
Chg.-0.05 |
Bid09:34:37 |
Ask09:34:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-4.95% |
0.84
Bid Size: 30,000 |
-
Ask Size: - |
AURUBIS AG |
75.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ1RYZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
0.67 |
| Time value: |
0.35 |
| Break-even: |
85.20 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
5.68 |
| Rho: |
0.05 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
+966.67% |
| 3 Months |
|
|
+433.33% |
| YTD |
|
|
-4.95% |
| 1 Year |
|
|
-23.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.68 |
| 1M High / 1M Low: |
1.04 |
0.05 |
| 6M High / 6M Low: |
1.18 |
0.05 |
| High (YTD): |
20/05/2024 |
1.18 |
| Low (YTD): |
15/10/2024 |
0.05 |
| 52W High: |
17/11/2023 |
1.55 |
| 52W Low: |
15/10/2024 |
0.05 |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
0.38 |
| Avg. volume 1M: |
|
476.19 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
114.50 |
| Avg. price 1Y: |
|
0.58 |
| Avg. volume 1Y: |
|
58.82 |
| Volatility 1M: |
|
455.13% |
| Volatility 6M: |
|
347.22% |
| Volatility 1Y: |
|
269.91% |
| Volatility 3Y: |
|
- |
