DZ Bank Call 80 NDA 20.06.2025
/ DE000DJ5DJU7
DZ Bank Call 80 NDA 20.06.2025/ DE000DJ5DJU7 /
| 2024-07-05 9:34:30 PM |
Chg.+0.040 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
0.580
Bid Size: 3,000 |
0.640
Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5DJU |
| 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: |
2023-09-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.33 |
| Parity: |
-0.11 |
| Time value: |
0.64 |
| Break-even: |
86.40 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
10.34% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
7.17 |
| Rho: |
0.38 |
Quote data
| Open: |
0.550 |
| High: |
0.610 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
+61.11% |
| YTD |
|
|
+11.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.600 |
0.420 |
| 6M High / 6M Low: |
0.670 |
0.170 |
| High (YTD): |
2024-05-20 |
0.670 |
| Low (YTD): |
2024-03-05 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.51% |
| Volatility 6M: |
|
132.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
