DZ Bank Call 60 NDA 20.06.2025
/ DE000DQ0D549
DZ Bank Call 60 NDA 20.06.2025/ DE000DQ0D549 /
| 2024-09-25 5:06:46 PM |
Chg.+0.020 |
Bid5:36:01 PM |
Ask5:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.400
Bid Size: 10,500 |
0.450
Ask Size: 10,500 |
AURUBIS AG |
60.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DQ0D54 |
| 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: |
2024-02-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
0.22 |
| Break-even: |
64.40 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
10.90 |
| Rho: |
0.32 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-25.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.390 |
| 1M High / 1M Low: |
0.530 |
0.390 |
| 6M High / 6M Low: |
0.580 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.54% |
| Volatility 6M: |
|
72.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
