DZ Bank Call 60 NDA 20.06.2025
/ DE000DQ0FE46
DZ Bank Call 60 NDA 20.06.2025/ DE000DQ0FE46 /
| 2024-09-25 3:06:09 PM |
Chg.-0.030 |
Bid3:24:11 PM |
Ask3:24:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-3.49% |
0.840
Bid Size: 30,000 |
0.850
Ask Size: 30,000 |
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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.34 |
| Parity: |
0.22 |
| Time value: |
0.65 |
| Break-even: |
68.70 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.23 |
Quote data
| Open: |
0.820 |
| High: |
0.830 |
| Low: |
0.760 |
| Previous Close: |
0.860 |
| Turnover: |
1,570 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.29% |
| 1 Month |
|
|
-32.52% |
| 3 Months |
|
|
-60.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
0.860 |
| 1M High / 1M Low: |
1.560 |
0.860 |
| 6M High / 6M Low: |
2.430 |
0.830 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.664 |
| Avg. volume 6M: |
|
111.628 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.50% |
| Volatility 6M: |
|
128.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
