DZ Bank Call 80 NDA 20.09.2024
/ DE000DJ20P70
DZ Bank Call 80 NDA 20.09.2024/ DE000DJ20P70 /
| 7/5/2024 9:34:46 PM |
Chg.+0.050 |
Bid8:17:22 AM |
Ask8:17:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+13.51% |
0.360
Bid Size: 10,500 |
0.390
Ask Size: 10,500 |
AURUBIS AG |
80.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ20P7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.33 |
| Parity: |
-0.11 |
| Time value: |
0.44 |
| Break-even: |
84.40 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
9.19 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.450 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
+68.00% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
-31.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.420 |
0.180 |
| 6M High / 6M Low: |
0.640 |
0.034 |
| High (YTD): |
5/20/2024 |
0.640 |
| Low (YTD): |
3/5/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
39.370 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.21% |
| Volatility 6M: |
|
331.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
