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DZ Bank Call 70 NDA 20.12.2024/  DE000DJ1ZKG6  /

Frankfurt Zert./DZB
2024-09-24  9:34:52 PM Chg.-0.020 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.180EUR -10.00% 0.180
Bid Size: 3,000		 0.210
Ask Size: 3,000		 AURUBIS AG 70.00 - 2024-12-20 Call
 

Master data

WKN: DJ1ZKG
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-05-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.39
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.34
Parity: -0.70
Time value: 0.23
Break-even: 72.30
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.33
Theta: -0.03
Omega: 9.08
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.200
Low: 0.150
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.71%
1 Month
  -61.70%
3 Months
  -85.00%
YTD
  -85.60%
1 Year
  -83.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.180
1M High / 1M Low: 0.620 0.180
6M High / 6M Low: 1.510 0.180
High (YTD): 2024-05-20 1.510
Low (YTD): 2024-09-24 0.180
52W High: 2023-11-17 1.840
52W Low: 2024-09-24 0.180
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   201.550
Avg. price 1Y:   0.917
Avg. volume 1Y:   101.563
Volatility 1M:   287.85%
Volatility 6M:   213.70%
Volatility 1Y:   175.13%
Volatility 3Y:   -