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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ3S060  /

EUWAX
2024-07-05  6:12:40 PM Chg.+0.080 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.990EUR +8.79% -
Bid Size: -		 -
Ask Size: -		 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: 7.81
Leverage: Yes

Calculated values

Fair value: 1.08
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: 0.35
 

Quote data

Open: 0.900
High: 1.020
Low: 0.900
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.43%
1 Month  
+35.62%
3 Months  
+83.33%
YTD
  -1.00%
1 Year
  -42.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.830
1M High / 1M Low: 0.990 0.620
6M High / 6M Low: 1.100 0.220
High (YTD): 2024-05-20 1.100
Low (YTD): 2024-03-05 0.220
52W High: 2023-07-31 2.050
52W Low: 2024-03-05 0.220
Avg. price 1W:   0.914
Avg. volume 1W:   20,000
Avg. price 1M:   0.781
Avg. volume 1M:   5,476.190
Avg. price 6M:   0.612
Avg. volume 6M:   7,047.244
Avg. price 1Y:   0.938
Avg. volume 1Y:   3,511.765
Volatility 1M:   193.07%
Volatility 6M:   158.07%
Volatility 1Y:   138.86%
Volatility 3Y:   -