DZ Bank Call 70 NDA 20.09.2024
/ DE000DJ20P54
DZ Bank Call 70 NDA 20.09.2024/ DE000DJ20P54 /
| 2024-06-21 9:35:08 PM |
Chg.-0.140 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-14.58% |
0.820
Bid Size: 3,000 |
0.850
Ask Size: 3,000 |
AURUBIS AG |
70.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20P5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.46 |
| Time value: |
0.39 |
| Break-even: |
78.50 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.66% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
5.99 |
| Rho: |
0.10 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.800 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.38% |
| 1 Month |
|
|
-3.53% |
| 3 Months |
|
|
+115.79% |
| YTD |
|
|
-24.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.660 |
| 1M High / 1M Low: |
1.060 |
0.580 |
| 6M High / 6M Low: |
1.280 |
0.140 |
| High (YTD): |
2024-05-20 |
1.280 |
| Low (YTD): |
2024-03-05 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.93% |
| Volatility 6M: |
|
210.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
