DZ Bank Call 60 NDA 19.12.2025
/ DE000DQ0FE53
DZ Bank Call 60 NDA 19.12.2025/ DE000DQ0FE53 /
| 17/06/2024 13:06:20 |
Chg.+0.03 |
Bid17/06/2024 |
Ask17/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+1.60% |
1.90
Bid Size: 30,000 |
1.92
Ask Size: 30,000 |
AURUBIS AG |
60.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DQ0FE5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
12/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.09 |
| Time value: |
0.82 |
| Break-even: |
79.10 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
3.24% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
2.85 |
| Rho: |
0.53 |
Quote data
| Open: |
1.86 |
| High: |
1.93 |
| Low: |
1.86 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-26.36% |
| 3 Months |
|
|
+36.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.87 |
| 1M High / 1M Low: |
2.70 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
