DZ Bank Call 90 NDA 20.06.2025
/ DE000DJ3S086
DZ Bank Call 90 NDA 20.06.2025/ DE000DJ3S086 /
7/17/2024 6:34:35 PM |
Chg.-0.040 |
Bid7/17/2024 |
Ask7/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-7.27% |
0.510 Bid Size: 10,500 |
0.540 Ask Size: 10,500 |
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: |
13.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.32 |
Parity: |
-1.37 |
Time value: |
0.58 |
Break-even: |
95.80 |
Moneyness: |
0.85 |
Premium: |
0.26 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
5.45% |
Delta: |
0.40 |
Theta: |
-0.02 |
Omega: |
5.25 |
Rho: |
0.23 |
Quote data
Open: |
0.540 |
High: |
0.580 |
Low: |
0.510 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.73% |
1 Month |
|
|
+24.39% |
3 Months |
|
|
-3.77% |
YTD |
|
|
-22.73% |
1 Year |
|
|
-64.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.550 |
1M High / 1M Low: |
0.660 |
0.410 |
6M High / 6M Low: |
0.750 |
0.120 |
High (YTD): |
5/20/2024 |
0.750 |
Low (YTD): |
3/5/2024 |
0.120 |
52W High: |
7/31/2023 |
1.610 |
52W Low: |
3/5/2024 |
0.120 |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.541 |
Avg. volume 1M: |
|
136.364 |
Avg. price 6M: |
|
0.395 |
Avg. volume 6M: |
|
370.079 |
Avg. price 1Y: |
|
0.635 |
Avg. volume 1Y: |
|
183.594 |
Volatility 1M: |
|
202.61% |
Volatility 6M: |
|
183.35% |
Volatility 1Y: |
|
162.84% |
Volatility 3Y: |
|
- |