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DZ Bank Call 60 NDA 20.06.2025/  DE000DJ5DJS1  /

Frankfurt Zert./DZB
2024-09-25  9:34:48 PM Chg.+0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.620EUR +3.33% 0.620
Bid Size: 3,000		 0.680
Ask Size: 3,000		 AURUBIS AG 60.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ5DJS
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: 2023-09-06
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 9.42
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.22
Implied volatility: 0.22
Historic volatility: 0.34
Parity: 0.22
Time value: 0.44
Break-even: 66.60
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 10.00%
Delta: 0.66
Theta: -0.01
Omega: 6.23
Rho: 0.25
 

Quote data

Open: 0.590
High: 0.630
Low: 0.570
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.06%
1 Month
  -20.51%
3 Months
  -38.61%
YTD
  -32.61%
1 Year
  -19.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.600
1M High / 1M Low: 0.920 0.600
6M High / 6M Low: 1.070 0.590
High (YTD): 2024-05-20 1.070
Low (YTD): 2024-03-05 0.520
52W High: 2024-05-20 1.070
52W Low: 2024-03-05 0.520
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.752
Avg. volume 1M:   0.000
Avg. price 6M:   0.871
Avg. volume 6M:   0.000
Avg. price 1Y:   0.836
Avg. volume 1Y:   0.000
Volatility 1M:   118.64%
Volatility 6M:   86.31%
Volatility 1Y:   72.00%
Volatility 3Y:   -