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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ3S060  /

Frankfurt Zert./DZB
2024-07-30  9:35:15 PM Chg.-0.080 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.510EUR -13.56% 0.510
Bid Size: 3,000		 0.540
Ask Size: 3,000		 AURUBIS AG 80.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3S06
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.56
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.32
Parity: -0.83
Time value: 0.62
Break-even: 86.20
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.46
Theta: -0.02
Omega: 5.26
Rho: 0.24
 

Quote data

Open: 0.560
High: 0.560
Low: 0.500
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -27.14%
3 Months
  -39.29%
YTD
  -48.48%
1 Year
  -73.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.480
1M High / 1M Low: 0.990 0.480
6M High / 6M Low: 1.120 0.210
High (YTD): 2024-05-20 1.120
Low (YTD): 2024-03-05 0.210
52W High: 2023-07-31 2.050
52W Low: 2024-03-05 0.210
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.788
Avg. volume 1M:   1,380.952
Avg. price 6M:   0.630
Avg. volume 6M:   2,046.850
Avg. price 1Y:   0.869
Avg. volume 1Y:   1,117.255
Volatility 1M:   131.42%
Volatility 6M:   168.60%
Volatility 1Y:   148.05%
Volatility 3Y:   -