DZ Bank Call 80 NDA 20.09.2024
/ DE000DJ228B2
DZ Bank Call 80 NDA 20.09.2024/ DE000DJ228B2 /
| 8/2/2024 9:35:23 PM |
Chg.-0.029 |
Bid9:58:07 PM |
Ask8/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-70.73% |
0.013
Bid Size: 3,000 |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ228B |
| 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: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
72.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
-0.83 |
| Time value: |
0.10 |
| Break-even: |
80.99 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.06 |
| Spread %: |
153.85% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
15.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.035 |
| High: |
0.055 |
| Low: |
0.012 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.86% |
| 1 Month |
|
|
-94.55% |
| 3 Months |
|
|
-95.00% |
| YTD |
|
|
-95.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.028 |
| 1M High / 1M Low: |
0.280 |
0.028 |
| 6M High / 6M Low: |
0.350 |
0.001 |
| High (YTD): |
5/20/2024 |
0.350 |
| Low (YTD): |
3/6/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
260.870 |
| Avg. price 6M: |
|
0.148 |
| Avg. volume 6M: |
|
165.354 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.89% |
| Volatility 6M: |
|
5,996.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
