DZ Bank Call 80 NDA 20.06.2025
/ DE000DJ3S060
DZ Bank Call 80 NDA 20.06.2025/ DE000DJ3S060 /
2024-09-24 9:35:23 PM |
Chg.-0.030 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-15.79% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
80.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ3S06 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-05 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.34 |
Parity: |
-1.70 |
Time value: |
0.22 |
Break-even: |
82.20 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.03 |
Spread %: |
15.79% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
7.17 |
Rho: |
0.10 |
Quote data
Open: |
0.180 |
High: |
0.190 |
Low: |
0.140 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-58.97% |
1 Month |
|
|
-52.94% |
3 Months |
|
|
-82.22% |
YTD |
|
|
-83.84% |
1 Year |
|
|
-82.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.160 |
1M High / 1M Low: |
0.450 |
0.160 |
6M High / 6M Low: |
1.120 |
0.160 |
High (YTD): |
2024-05-20 |
1.120 |
Low (YTD): |
2024-09-24 |
0.160 |
52W High: |
2023-11-17 |
1.440 |
52W Low: |
2024-09-24 |
0.160 |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.615 |
Avg. volume 6M: |
|
1,511.240 |
Avg. price 1Y: |
|
0.712 |
Avg. volume 1Y: |
|
1,112.891 |
Volatility 1M: |
|
236.64% |
Volatility 6M: |
|
197.82% |
Volatility 1Y: |
|
164.69% |
Volatility 3Y: |
|
- |