DZ Bank Call 80 NDA 20.09.2024/  DE000DJ20P70  /

Frankfurt Zert./DZB
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:   -