DZ Bank Call 95 NDA 20.06.2025
/ DE000DJ3S094
DZ Bank Call 95 NDA 20.06.2025/ DE000DJ3S094 /
| 9/6/2024 8:09:56 AM |
Chg.0.000 |
Bid9:10:26 AM |
Ask9:10:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
0.086
Bid Size: 30,000 |
0.096
Ask Size: 30,000 |
AURUBIS AG |
95.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ3S09 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.32 |
| Parity: |
-2.87 |
| Time value: |
0.10 |
| Break-even: |
95.99 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
43.48% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
8.55 |
| Rho: |
0.06 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.35% |
| 3 Months |
|
|
-76.32% |
| YTD |
|
|
-83.64% |
| 1 Year |
|
|
-89.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.072 |
| 1M High / 1M Low: |
0.120 |
0.068 |
| 6M High / 6M Low: |
0.570 |
0.058 |
| High (YTD): |
5/20/2024 |
0.570 |
| Low (YTD): |
8/5/2024 |
0.058 |
| 52W High: |
9/6/2023 |
0.880 |
| 52W Low: |
8/5/2024 |
0.058 |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.397 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
212.69% |
| Volatility 6M: |
|
225.77% |
| Volatility 1Y: |
|
184.83% |
| Volatility 3Y: |
|
- |
