DZ Bank Call 80 NDA 20.06.2025
/ DE000DJ3S060
DZ Bank Call 80 NDA 20.06.2025/ DE000DJ3S060 /
| 6/27/2024 9:35:14 PM |
Chg.-0.050 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-6.67% |
0.710
Bid Size: 3,000 |
0.740
Ask Size: 3,000 |
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: |
9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.33 |
| Parity: |
-0.57 |
| Time value: |
0.79 |
| Break-even: |
87.90 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
4.82 |
| Rho: |
0.30 |
Quote data
| Open: |
0.760 |
| High: |
0.780 |
| Low: |
0.700 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.54% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
+52.17% |
| YTD |
|
|
-29.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.750 |
| 1M High / 1M Low: |
0.970 |
0.610 |
| 6M High / 6M Low: |
1.130 |
0.210 |
| High (YTD): |
5/20/2024 |
1.120 |
| Low (YTD): |
3/5/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
190 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
41.304 |
| Avg. price 6M: |
|
0.616 |
| Avg. volume 6M: |
|
2,014.961 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.60% |
| Volatility 6M: |
|
165.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
