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DZ Bank Call 90 NDA 20.06.2025/  DE000DJ3S086  /

Frankfurt Zert./DZB
7/5/2024  9:34:39 PM Chg.+0.070 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.660EUR +11.86% 0.660
Bid Size: 3,000		 0.690
Ask Size: 3,000		 AURUBIS AG 90.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ3S08
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 6/20/2025
Issue date: 7/5/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.43
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.33
Parity: -1.11
Time value: 0.69
Break-even: 96.90
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.44
Theta: -0.02
Omega: 5.05
Rho: 0.27
 

Quote data

Open: 0.600
High: 0.690
Low: 0.600
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month  
+46.67%
3 Months  
+112.90%
YTD     0.00%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.660 0.370
6M High / 6M Low: 0.750 0.120
High (YTD): 5/20/2024 0.750
Low (YTD): 3/5/2024 0.120
52W High: 7/13/2023 1.620
52W Low: 3/5/2024 0.120
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.483
Avg. volume 1M:   190.476
Avg. price 6M:   0.386
Avg. volume 6M:   370.079
Avg. price 1Y:   0.655
Avg. volume 1Y:   184.314
Volatility 1M:   206.16%
Volatility 6M:   183.78%
Volatility 1Y:   162.57%
Volatility 3Y:   -