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DZ Bank Call 95 NDA 20.06.2025/  DE000DJ3S094  /

Frankfurt Zert./DZB
05/07/2024  21:34:55 Chg.+0.050 Bid21:58:33 Ask21:58:33 Underlying Strike price Expiration date Option type
0.510EUR +10.87% 0.500
Bid Size: 3,000		 0.530
Ask Size: 3,000		 AURUBIS AG 95.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 05/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.89
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.33
Parity: -1.61
Time value: 0.53
Break-even: 100.30
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 6.00%
Delta: 0.37
Theta: -0.02
Omega: 5.51
Rho: 0.23
 

Quote data

Open: 0.460
High: 0.530
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+64.52%
1 Month  
+50.00%
3 Months  
+112.50%
YTD
  -7.27%
1 Year
  -56.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.390
1M High / 1M Low: 0.510 0.280
6M High / 6M Low: 0.580 0.090
High (YTD): 20/05/2024 0.580
Low (YTD): 05/03/2024 0.090
52W High: 13/07/2023 1.420
52W Low: 05/03/2024 0.090
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.541
Avg. volume 1Y:   0.000
Volatility 1M:   236.92%
Volatility 6M:   200.23%
Volatility 1Y:   173.31%
Volatility 3Y:   -