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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ3S060  /

EUWAX
2024-09-25  11:05:50 AM Chg.-0.020 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.140
Bid Size: 30,000		 0.150
Ask Size: 30,000		 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: 32.74
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.34
Parity: -1.78
Time value: 0.19
Break-even: 81.90
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.23
Theta: -0.01
Omega: 7.48
Rho: 0.09
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.16%
1 Month
  -56.25%
3 Months
  -84.44%
YTD
  -86.00%
1 Year
  -84.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.160
1M High / 1M Low: 0.460 0.160
6M High / 6M Low: 1.100 0.160
High (YTD): 2024-05-20 1.100
Low (YTD): 2024-09-24 0.160
52W High: 2023-11-15 1.450
52W Low: 2024-09-24 0.160
Avg. price 1W:   0.306
Avg. volume 1W:   2,800
Avg. price 1M:   0.300
Avg. volume 1M:   636.364
Avg. price 6M:   0.616
Avg. volume 6M:   4,333.333
Avg. price 1Y:   0.712
Avg. volume 1Y:   3,667.969
Volatility 1M:   245.81%
Volatility 6M:   198.33%
Volatility 1Y:   160.67%
Volatility 3Y:   -