DZ Bank Call 65 NDA 20.09.2024
/ DE000DJ20P47
DZ Bank Call 65 NDA 20.09.2024/ DE000DJ20P47 /
| 2024-06-14 6:12:44 PM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-3.19% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
65.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20P4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.59 |
| Time value: |
0.34 |
| Break-even: |
74.30 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
3.33% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
5.48 |
| Rho: |
0.11 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.870 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.02% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
+82.00% |
| YTD |
|
|
-35.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.910 |
| 1M High / 1M Low: |
1.670 |
0.910 |
| 6M High / 6M Low: |
1.760 |
0.260 |
| High (YTD): |
2024-05-20 |
1.670 |
| Low (YTD): |
2024-03-05 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.25% |
| Volatility 6M: |
|
154.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
