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DZ Bank Call 90 NDA 20.06.2025/  DE000DJ3S086  /

Frankfurt Zert./DZB
30/07/2024  21:34:49 Chg.-0.060 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.280EUR -17.65% 0.280
Bid Size: 3,000		 0.310
Ask Size: 3,000		 AURUBIS AG 90.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 05/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.38
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.32
Parity: -1.83
Time value: 0.37
Break-even: 93.70
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.31
Theta: -0.01
Omega: 6.01
Rho: 0.16
 

Quote data

Open: 0.310
High: 0.320
Low: 0.280
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -33.33%
3 Months
  -47.17%
YTD
  -57.58%
1 Year
  -81.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.660 0.270
6M High / 6M Low: 0.750 0.120
High (YTD): 20/05/2024 0.750
Low (YTD): 05/03/2024 0.120
52W High: 31/07/2023 1.610
52W Low: 05/03/2024 0.120
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   95.238
Avg. price 6M:   0.396
Avg. volume 6M:   385.827
Avg. price 1Y:   0.594
Avg. volume 1Y:   192.157
Volatility 1M:   168.61%
Volatility 6M:   184.77%
Volatility 1Y:   165.72%
Volatility 3Y:   -