DZ Bank Call 60 NDA 20.06.2025/  DE000DQ0FE46  /

Frankfurt Zert./DZB
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:   -