DZ Bank Call 90 NDA 20.06.2025
/ DE000DJ3S086
DZ Bank Call 90 NDA 20.06.2025/ DE000DJ3S086 /
7/30/2024 6:09:48 PM |
Chg.-0.050 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-14.71% |
- Bid Size: - |
- Ask Size: - |
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: |
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: |
0.310 |
Low: |
0.280 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-32.56% |
3 Months |
|
|
-45.28% |
YTD |
|
|
-56.72% |
1 Year |
|
|
-81.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.290 |
1M High / 1M Low: |
0.670 |
0.280 |
6M High / 6M Low: |
0.740 |
0.130 |
High (YTD): |
5/20/2024 |
0.740 |
Low (YTD): |
3/5/2024 |
0.130 |
52W High: |
7/31/2023 |
1.610 |
52W Low: |
3/5/2024 |
0.130 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.493 |
Avg. volume 1M: |
|
363.636 |
Avg. price 6M: |
|
0.396 |
Avg. volume 6M: |
|
177.165 |
Avg. price 1Y: |
|
0.593 |
Avg. volume 1Y: |
|
100 |
Volatility 1M: |
|
157.73% |
Volatility 6M: |
|
174.01% |
Volatility 1Y: |
|
158.54% |
Volatility 3Y: |
|
- |