DZ Bank Call 65 NDA 20.06.2025
/ DE000DJ8TRB0
DZ Bank Call 65 NDA 20.06.2025/ DE000DJ8TRB0 /
| 2024-05-16 8:35:00 PM |
Chg.+0.060 |
Bid8:54:06 PM |
Ask8:54:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
+3.26% |
1.900
Bid Size: 7,500 |
1.950
Ask Size: 7,500 |
AURUBIS AG |
65.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ8TRB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
1.15 |
| Time value: |
0.77 |
| Break-even: |
84.10 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
3.24% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.06 |
| Rho: |
0.43 |
Quote data
| Open: |
1.810 |
| High: |
1.970 |
| Low: |
1.810 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.71% |
| 1 Month |
|
|
+25.83% |
| 3 Months |
|
|
+128.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.360 |
| 1M High / 1M Low: |
1.840 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
