DZ Bank Call 60 NDA 20.06.2025
/ DE000DJ5DJS1
DZ Bank Call 60 NDA 20.06.2025/ DE000DJ5DJS1 /
| 2024-09-25 6:09:15 PM |
Chg.+0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+3.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.19% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
-38.61% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
-20.51% |
| 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: |
1.080 |
0.560 |
| High (YTD): |
2024-07-10 |
1.080 |
| Low (YTD): |
2024-03-05 |
0.530 |
| 52W High: |
2024-07-10 |
1.080 |
| 52W Low: |
2024-03-05 |
0.530 |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.837 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
116.94% |
| Volatility 6M: |
|
88.56% |
| Volatility 1Y: |
|
72.57% |
| Volatility 3Y: |
|
- |
