DZ Bank Call 85 NDA 20.06.2025
/ DE000DJ3S078
DZ Bank Call 85 NDA 20.06.2025/ DE000DJ3S078 /
| 7/16/2024 8:10:39 AM |
Chg.-0.020 |
Bid10:57:02 AM |
Ask10:57:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-2.60% |
0.630
Bid Size: 30,000 |
0.640
Ask Size: 30,000 |
AURUBIS AG |
85.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-0.70 |
| Time value: |
0.79 |
| Break-even: |
92.90 |
| Moneyness: |
0.92 |
| Premium: |
0.19 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
4.89 |
| Rho: |
0.29 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.32% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+27.12% |
| YTD |
|
|
-9.64% |
| 1 Year |
|
|
-56.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
0.840 |
0.520 |
| 6M High / 6M Low: |
0.940 |
0.170 |
| High (YTD): |
5/20/2024 |
0.940 |
| Low (YTD): |
3/5/2024 |
0.170 |
| 52W High: |
7/31/2023 |
1.810 |
| 52W Low: |
3/5/2024 |
0.170 |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.773 |
| Avg. volume 1Y: |
|
7.843 |
| Volatility 1M: |
|
192.82% |
| Volatility 6M: |
|
165.99% |
| Volatility 1Y: |
|
147.72% |
| Volatility 3Y: |
|
- |
