DZ Bank Call 95 NDA 20.06.2025
/ DE000DJ3S094
DZ Bank Call 95 NDA 20.06.2025/ DE000DJ3S094 /
7/5/2024 9:34:55 PM |
Chg.+0.050 |
Bid9:58:33 PM |
Ask9:58:33 PM |
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 |
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: |
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): |
5/20/2024 |
0.580 |
Low (YTD): |
3/5/2024 |
0.090 |
52W High: |
7/13/2023 |
1.420 |
52W Low: |
3/5/2024 |
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: |
|
- |