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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ5DJU7  /

Frankfurt Zert./DZB
2024-09-24  1:34:51 PM Chg.-0.030 Bid1:38:46 PM Ask1:38:46 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.130
Bid Size: 30,000		 0.150
Ask Size: 30,000		 AURUBIS AG 80.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ5DJU
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: 2023-09-06
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 30.00
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.34
Parity: -1.70
Time value: 0.21
Break-even: 82.10
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 40.00%
Delta: 0.24
Theta: -0.01
Omega: 7.34
Rho: 0.10
 

Quote data

Open: 0.150
High: 0.170
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -50.00%
3 Months
  -76.79%
YTD
  -75.00%
1 Year
  -71.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.160
1M High / 1M Low: 0.340 0.160
6M High / 6M Low: 0.670 0.160
High (YTD): 2024-05-20 0.670
Low (YTD): 2024-09-23 0.160
52W High: 2023-11-17 0.680
52W Low: 2024-09-23 0.160
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.411
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   0.000
Volatility 1M:   218.59%
Volatility 6M:   167.65%
Volatility 1Y:   137.97%
Volatility 3Y:   -