DZ Bank Call 80 NDA 20.12.2024
/ DE000DJ5DJQ5
DZ Bank Call 80 NDA 20.12.2024/ DE000DJ5DJQ5 /
| 02/08/2024 15:04:27 |
Chg.-0.030 |
Bid15:31:28 |
Ask15:31:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-12.00% |
0.210
Bid Size: 30,000 |
0.230
Ask Size: 30,000 |
AURUBIS AG |
80.00 EUR |
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 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
23.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-0.83 |
| Time value: |
0.30 |
| Break-even: |
83.00 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.06 |
| Spread %: |
25.00% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
8.36 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-53.19% |
| YTD |
|
|
-56.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
0.540 |
0.210 |
| 6M High / 6M Low: |
0.600 |
0.070 |
| High (YTD): |
20/05/2024 |
0.600 |
| Low (YTD): |
05/03/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.98% |
| Volatility 6M: |
|
197.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
