OverviewChartNewsTraderScreen

DZ Bank Call 85 NDA 20.06.2025/  DE000DJ3S078  /

EUWAX
2024-07-31  6:09:46 PM Chg.+0.020 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.440EUR +4.76% 0.430
Bid Size: 3,000		 0.460
Ask Size: 3,000		 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: 16.44
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.32
Parity: -1.43
Time value: 0.43
Break-even: 89.30
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.36
Theta: -0.01
Omega: 5.85
Rho: 0.19
 

Quote data

Open: 0.410
High: 0.460
Low: 0.410
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month
  -22.81%
3 Months
  -37.14%
YTD
  -46.99%
1 Year
  -75.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 0.840 0.390
6M High / 6M Low: 0.940 0.170
High (YTD): 2024-05-20 0.940
Low (YTD): 2024-03-05 0.170
52W High: 2023-07-31 1.810
52W Low: 2024-03-05 0.170
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   0.728
Avg. volume 1Y:   7.813
Volatility 1M:   133.42%
Volatility 6M:   165.59%
Volatility 1Y:   149.71%
Volatility 3Y:   -