DZ Bank Call 80 NDA 20.06.2025
/ DE000DJ5DJU7
DZ Bank Call 80 NDA 20.06.2025/ DE000DJ5DJU7 /
| 2024-06-21 9:34:47 PM |
Chg.-0.040 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-7.14% |
0.510
Bid Size: 3,000 |
0.570
Ask Size: 3,000 |
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: |
13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.32 |
| Parity: |
-0.54 |
| Time value: |
0.57 |
| Break-even: |
85.70 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
6.36 |
| Rho: |
0.30 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.520 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+67.74% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.600 |
0.420 |
| 6M High / 6M Low: |
0.670 |
0.170 |
| High (YTD): |
2024-05-20 |
0.670 |
| Low (YTD): |
2024-03-05 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.07% |
| Volatility 6M: |
|
128.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
