DZ Bank Call 80 NDA 20.06.2025
/ DE000DQ11KC7
DZ Bank Call 80 NDA 20.06.2025/ DE000DQ11KC7 /
| 09/07/2024 11:05:54 |
Chg.+0.010 |
Bid11:14:56 |
Ask11:14:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.340
Bid Size: 30,000 |
0.360
Ask Size: 30,000 |
AURUBIS AG |
80.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DQ11KC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
27/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.33 |
| Parity: |
-0.14 |
| Time value: |
0.39 |
| Break-even: |
83.90 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
18.18% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
11.85 |
| Rho: |
0.40 |
Quote data
| Open: |
0.330 |
| High: |
0.350 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
+9.38% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.380 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
