OverviewChartNewsTraderScreen

DZ Bank Call 85 NDA 20.06.2025/  DE000DJ3S078  /

Frankfurt Zert./DZB
2024-07-08  12:34:56 PM Chg.-0.020 Bid12:39:21 PM Ask12:39:21 PM Underlying Strike price Expiration date Option type
0.810EUR -2.41% 0.800
Bid Size: 30,000		 0.810
Ask Size: 30,000		 AURUBIS AG 85.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3S07
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.17
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.33
Parity: -0.61
Time value: 0.86
Break-even: 93.60
Moneyness: 0.93
Premium: 0.19
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 3.61%
Delta: 0.51
Theta: -0.02
Omega: 4.70
Rho: 0.30
 

Quote data

Open: 0.770
High: 0.810
Low: 0.770
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.96%
1 Month  
+37.29%
3 Months  
+72.34%
YTD
  -1.22%
1 Year
  -46.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.680
1M High / 1M Low: 0.830 0.490
6M High / 6M Low: 0.960 0.170
High (YTD): 2024-05-20 0.960
Low (YTD): 2024-03-05 0.170
52W High: 2023-07-13 1.820
52W Low: 2024-03-05 0.170
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   50
Avg. price 6M:   0.505
Avg. volume 6M:   83.465
Avg. price 1Y:   0.790
Avg. volume 1Y:   75.591
Volatility 1M:   196.32%
Volatility 6M:   176.67%
Volatility 1Y:   154.24%
Volatility 3Y:   -