DZ Bank Call 80 NDA 20.06.2025
/ DE000DJ3S060
DZ Bank Call 80 NDA 20.06.2025/ DE000DJ3S060 /
| 2024-06-21 9:35:15 PM |
Chg.-0.090 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-10.34% |
0.780
Bid Size: 3,000 |
0.810
Ask Size: 3,000 |
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: |
9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
-0.54 |
| Time value: |
0.81 |
| Break-even: |
88.10 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
4.77 |
| Rho: |
0.30 |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.760 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.87% |
| 1 Month |
|
|
-2.50% |
| 3 Months |
|
|
+81.40% |
| YTD |
|
|
-21.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.670 |
| 1M High / 1M Low: |
0.970 |
0.610 |
| 6M High / 6M Low: |
1.130 |
0.210 |
| High (YTD): |
2024-05-20 |
1.120 |
| Low (YTD): |
2024-03-05 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
190 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
43.182 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
2,063.710 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.30% |
| Volatility 6M: |
|
165.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
