DZ Bank Call 60 NDA 20.06.2025
/ DE000DQ0FE46
DZ Bank Call 60 NDA 20.06.2025/ DE000DQ0FE46 /
2024-10-31 9:34:46 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
+0.66% |
1.520 Bid Size: 3,000 |
1.580 Ask Size: 3,000 |
AURUBIS AG |
60.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DQ0FE4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.35 |
Historic volatility: |
0.34 |
Parity: |
1.19 |
Time value: |
0.37 |
Break-even: |
75.60 |
Moneyness: |
1.20 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
4.00% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
3.71 |
Rho: |
0.27 |
Quote data
Open: |
1.490 |
High: |
1.590 |
Low: |
1.490 |
Previous Close: |
1.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.59% |
1 Month |
|
|
+38.18% |
3 Months |
|
|
-5.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.510 |
1.350 |
1M High / 1M Low: |
1.510 |
0.840 |
6M High / 6M Low: |
2.450 |
0.840 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.139 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.545 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.38% |
Volatility 6M: |
|
132.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |