DZ Bank Call 80 NDA 20.12.2024
/ DE000DJ5DJQ5
DZ Bank Call 80 NDA 20.12.2024/ DE000DJ5DJQ5 /
| 05/11/2024 13:06:14 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ5DJQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.36 |
| Parity: |
-0.28 |
| Time value: |
0.52 |
| Break-even: |
85.20 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.48 |
| Theta: |
-0.09 |
| Omega: |
7.09 |
| Rho: |
0.03 |
Quote data
| Open: |
0.290 |
| High: |
0.520 |
| Low: |
0.290 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+51900.00% |
| 3 Months |
|
|
+642.86% |
| YTD |
|
|
+1.96% |
| 1 Year |
|
|
-14.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.520 |
0.001 |
| 6M High / 6M Low: |
0.600 |
0.001 |
| High (YTD): |
20/05/2024 |
0.600 |
| Low (YTD): |
16/10/2024 |
0.001 |
| 52W High: |
15/11/2023 |
0.660 |
| 52W Low: |
16/10/2024 |
0.001 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.281 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
12,566.28% |
| Volatility 6M: |
|
5,063.87% |
| Volatility 1Y: |
|
3,554.29% |
| Volatility 3Y: |
|
- |
