DZ Bank Call 75 NDA 20.09.2024
/ DE000DJ20P62
DZ Bank Call 75 NDA 20.09.2024/ DE000DJ20P62 /
| 2024-06-14 6:12:44 PM |
Chg.- |
Bid8:02:01 AM |
Ask8:02:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
- |
0.340
Bid Size: 7,500 |
0.370
Ask Size: 7,500 |
AURUBIS AG |
75.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20P6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.41 |
| Time value: |
0.38 |
| Break-even: |
78.80 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
8.57% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
8.13 |
| Rho: |
0.07 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-57.83% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
-58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.350 |
| 1M High / 1M Low: |
0.920 |
0.350 |
| 6M High / 6M Low: |
1.120 |
0.080 |
| High (YTD): |
2024-05-20 |
0.920 |
| Low (YTD): |
2024-03-05 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
24.194 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.36% |
| Volatility 6M: |
|
210.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
