DZ Bank Call 60 NDA 20.12.2024
/ DE000DJ89476
DZ Bank Call 60 NDA 20.12.2024/ DE000DJ89476 /
| 20/06/2024 16:05:32 |
Chg.+0.34 |
Bid16:27:12 |
Ask16:27:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+21.12% |
1.92
Bid Size: 30,000 |
1.94
Ask Size: 30,000 |
AURUBIS AG |
60.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ8947 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
1.28 |
| Time value: |
0.38 |
| Break-even: |
76.60 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
3.75% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.21 |
Quote data
| Open: |
1.61 |
| High: |
1.96 |
| Low: |
1.61 |
| Previous Close: |
1.61 |
| Turnover: |
561 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.87% |
| 1 Month |
|
|
-13.72% |
| 3 Months |
|
|
+109.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.44 |
| 1M High / 1M Low: |
2.26 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
13.04 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
