DZ Bank Call 80 NDA 20.12.2024
/ DE000DJ5DJQ5
DZ Bank Call 80 NDA 20.12.2024/ DE000DJ5DJQ5 /
| 7/9/2024 8:04:59 AM |
Chg.-0.010 |
Bid10:44:03 AM |
Ask10:44:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.540
Bid Size: 30,000 |
0.560
Ask Size: 30,000 |
AURUBIS AG |
80.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/6/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.33 |
| Parity: |
-0.14 |
| Time value: |
0.56 |
| Break-even: |
85.60 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
7.50 |
| Rho: |
0.16 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
+56.25% |
| YTD |
|
|
-1.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
0.510 |
0.300 |
| 6M High / 6M Low: |
0.600 |
0.070 |
| High (YTD): |
5/20/2024 |
0.600 |
| Low (YTD): |
3/5/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.65% |
| Volatility 6M: |
|
195.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
