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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ3S060  /

EUWAX
2024-09-24  6:09:36 PM Chg.-0.030 Bid10:00:31 PM Ask10:00:31 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: 0.190
High: 0.190
Low: 0.140
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.29%
1 Month
  -50.00%
3 Months
  -82.02%
YTD
  -84.00%
1 Year
  -82.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.190
1M High / 1M Low: 0.460 0.190
6M High / 6M Low: 1.100 0.190
High (YTD): 2024-05-20 1.100
Low (YTD): 2024-09-23 0.190
52W High: 2023-11-15 1.450
52W Low: 2024-09-23 0.190
Avg. price 1W:   0.344
Avg. volume 1W:   2,800
Avg. price 1M:   0.307
Avg. volume 1M:   666.667
Avg. price 6M:   0.620
Avg. volume 6M:   4,367.188
Avg. price 1Y:   0.714
Avg. volume 1Y:   3,682.353
Volatility 1M:   247.06%
Volatility 6M:   197.85%
Volatility 1Y:   160.24%
Volatility 3Y:   -