DZ Bank Call 80 NDA 20.06.2025
/ DE000DJ5DJU7
DZ Bank Call 80 NDA 20.06.2025/ DE000DJ5DJU7 /
| 8/16/2024 7:34:41 PM |
Chg.+0.010 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 10,500 |
0.270
Ask Size: 10,500 |
AURUBIS AG |
80.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
9/6/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
24.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.33 |
| Parity: |
-1.47 |
| Time value: |
0.27 |
| Break-even: |
82.70 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
28.57% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
7.08 |
| Rho: |
0.14 |
Quote data
| Open: |
0.220 |
| High: |
0.240 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
-57.69% |
| 3 Months |
|
|
-62.71% |
| YTD |
|
|
-57.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.180 |
| 1M High / 1M Low: |
0.520 |
0.160 |
| 6M High / 6M Low: |
0.670 |
0.160 |
| High (YTD): |
5/20/2024 |
0.670 |
| Low (YTD): |
8/5/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.38% |
| Volatility 6M: |
|
152.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
