DZ Bank Call 50 NDA 20.06.2025
/ DE000DJ5DJR3
DZ Bank Call 50 NDA 20.06.2025/ DE000DJ5DJR3 /
| 2024-09-24 12:07:12 PM |
Chg.-0.020 |
Bid12:28:31 PM |
Ask12:28:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.690
Bid Size: 30,000 |
0.710
Ask Size: 30,000 |
AURUBIS AG |
50.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ5DJR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
1.30 |
| Time value: |
-0.55 |
| Break-even: |
57.50 |
| Moneyness: |
1.26 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.19% |
| 1 Month |
|
|
-12.99% |
| 3 Months |
|
|
-16.25% |
| YTD |
|
|
-15.19% |
| 1 Year |
|
|
-4.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.690 |
| 1M High / 1M Low: |
0.830 |
0.690 |
| 6M High / 6M Low: |
0.860 |
0.630 |
| High (YTD): |
2024-07-10 |
0.860 |
| Low (YTD): |
2024-03-05 |
0.590 |
| 52W High: |
2024-07-10 |
0.860 |
| 52W Low: |
2024-03-05 |
0.590 |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.776 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.741 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
66.12% |
| Volatility 6M: |
|
46.73% |
| Volatility 1Y: |
|
38.31% |
| Volatility 3Y: |
|
- |
