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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ3S060  /

Frankfurt Zert./DZB
7/8/2024  1:34:52 PM Chg.-0.030 Bid1:44:04 PM Ask1:44:04 PM Underlying Strike price Expiration date Option type
0.960EUR -3.03% 0.970
Bid Size: 30,000		 0.980
Ask Size: 30,000		 AURUBIS AG 80.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/5/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.81
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.33
Parity: -0.11
Time value: 1.01
Break-even: 90.10
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 3.06%
Delta: 0.59
Theta: -0.02
Omega: 4.58
Rho: 0.34
 

Quote data

Open: 0.920
High: 0.980
Low: 0.920
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+33.33%
3 Months  
+62.71%
YTD
  -3.03%
1 Year
  -43.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.840
1M High / 1M Low: 0.990 0.610
6M High / 6M Low: 1.120 0.210
High (YTD): 5/20/2024 1.120
Low (YTD): 3/5/2024 0.210
52W High: 7/31/2023 2.050
52W Low: 3/5/2024 0.210
Avg. price 1W:   0.910
Avg. volume 1W:   5,800
Avg. price 1M:   0.780
Avg. volume 1M:   1,497.500
Avg. price 6M:   0.613
Avg. volume 6M:   2,235.827
Avg. price 1Y:   0.935
Avg. volume 1Y:   1,121.654
Volatility 1M:   187.14%
Volatility 6M:   169.92%
Volatility 1Y:   146.45%
Volatility 3Y:   -