DZ Bank Call 60 NDA 20.06.2025
/ DE000DQ0FE46
DZ Bank Call 60 NDA 20.06.2025/ DE000DQ0FE46 /
| 2024-05-15 9:34:49 PM |
Chg.+0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+1.43% |
2.140
Bid Size: 3,000 |
2.200
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: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
1.65 |
| Time value: |
0.52 |
| Break-even: |
81.60 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.86% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.97 |
| Rho: |
0.47 |
Quote data
| Open: |
2.100 |
| High: |
2.290 |
| Low: |
2.100 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.67% |
| 1 Month |
|
|
+20.34% |
| 3 Months |
|
|
+106.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.630 |
| 1M High / 1M Low: |
2.130 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
