OverviewChartNewsTraderScreen

DZ Bank Call 95 NDA 20.06.2025/  DE000DJ3S094  /

EUWAX
2024-07-30  6:09:48 PM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.210EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 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: 26.56
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.32
Parity: -2.33
Time value: 0.27
Break-even: 97.70
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.25
Theta: -0.01
Omega: 6.52
Rho: 0.13
 

Quote data

Open: 0.220
High: 0.220
Low: 0.200
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -32.26%
3 Months
  -48.78%
YTD
  -61.82%
1 Year
  -83.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.510 0.200
6M High / 6M Low: 0.570 0.090
High (YTD): 2024-05-20 0.570
Low (YTD): 2024-03-05 0.090
52W High: 2023-07-31 1.410
52W Low: 2024-03-05 0.090
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   0.484
Avg. volume 1Y:   0.000
Volatility 1M:   164.76%
Volatility 6M:   190.78%
Volatility 1Y:   171.79%
Volatility 3Y:   -