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DZ Bank Call 60 NDA 20.06.2025/  DE000DJ5DJS1  /

Frankfurt Zert./DZB
2024-09-24  12:05:03 PM Chg.-0.060 Bid12:30:59 PM Ask12:30:59 PM Underlying Strike price Expiration date Option type
0.580EUR -9.38% 0.610
Bid Size: 30,000		 0.630
Ask Size: 30,000		 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: 9.13
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.30
Implied volatility: 0.21
Historic volatility: 0.34
Parity: 0.30
Time value: 0.39
Break-even: 66.90
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 9.52%
Delta: 0.69
Theta: -0.01
Omega: 6.33
Rho: 0.27
 

Quote data

Open: 0.620
High: 0.640
Low: 0.570
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.40%
1 Month
  -25.64%
3 Months
  -41.41%
YTD
  -36.96%
1 Year
  -26.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.640
1M High / 1M Low: 0.920 0.640
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:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.760
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   0.000
Avg. price 1Y:   0.837
Avg. volume 1Y:   0.000
Volatility 1M:   120.12%
Volatility 6M:   86.19%
Volatility 1Y:   71.88%
Volatility 3Y:   -