DZ Bank Call 75 NDA 20.12.2024
/ DE000DJ1RYZ4
DZ Bank Call 75 NDA 20.12.2024/ DE000DJ1RYZ4 /
| 2024-06-21 6:09:19 PM |
Chg.-0.140 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-15.05% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ1RYZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.04 |
| Time value: |
0.81 |
| Break-even: |
83.10 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
5.25 |
| Rho: |
0.17 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.760 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.60% |
| 1 Month |
|
|
-4.82% |
| 3 Months |
|
|
+119.44% |
| YTD |
|
|
-21.78% |
| 1 Year |
|
|
-52.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.630 |
| 1M High / 1M Low: |
1.010 |
0.570 |
| 6M High / 6M Low: |
1.180 |
0.160 |
| High (YTD): |
2024-05-20 |
1.180 |
| Low (YTD): |
2024-03-05 |
0.160 |
| 52W High: |
2023-07-31 |
2.050 |
| 52W Low: |
2024-03-05 |
0.160 |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.953 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
197.21% |
| Volatility 6M: |
|
175.72% |
| Volatility 1Y: |
|
152.96% |
| Volatility 3Y: |
|
- |
