DZ Bank Call 70 NDA 20.09.2024
/ DE000DJ228A4
DZ Bank Call 70 NDA 20.09.2024/ DE000DJ228A4 /
| 6/25/2024 6:35:06 PM |
Chg.+0.010 |
Bid6:48:47 PM |
Ask6:48:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
0.480
Bid Size: 10,500 |
0.530
Ask Size: 10,500 |
AURUBIS AG |
70.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ228A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
0.66 |
| Time value: |
-0.15 |
| Break-even: |
75.10 |
| Moneyness: |
1.09 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
13.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.460 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+6.82% |
| 3 Months |
|
|
+104.35% |
| YTD |
|
|
+9.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.370 |
| 1M High / 1M Low: |
0.490 |
0.340 |
| 6M High / 6M Low: |
0.530 |
0.080 |
| High (YTD): |
5/20/2024 |
0.530 |
| Low (YTD): |
3/5/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.62% |
| Volatility 6M: |
|
165.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
