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DZ Bank Call 95 NDA 20.06.2025/  DE000DJ3S094  /

Frankfurt Zert./DZB
2024-12-20  9:42:29 PM Chg.-0.060 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.220EUR -21.43% 0.220
Bid Size: 3,000		 0.250
Ask Size: 3,000		 AURUBIS AG 95.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.16
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.37
Parity: -1.71
Time value: 0.25
Break-even: 97.50
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.25
Theta: -0.02
Omega: 7.91
Rho: 0.09
 

Quote data

Open: 0.270
High: 0.270
Low: 0.210
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.14%
1 Month
  -31.25%
3 Months  
+100.00%
YTD
  -60.00%
1 Year
  -63.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.520 0.220
6M High / 6M Low: 0.520 0.032
High (YTD): 2024-05-20 0.580
Low (YTD): 2024-10-15 0.032
52W High: 2023-12-27 0.620
52W Low: 2024-10-15 0.032
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.257
Avg. volume 1Y:   0.000
Volatility 1M:   356.72%
Volatility 6M:   385.04%
Volatility 1Y:   302.66%
Volatility 3Y:   -