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DZ Bank Call 80 NDA 20.06.2025/  DE000DJ5DJU7  /

EUWAX
2024-09-26  8:04:31 AM Chg.0.000 Bid9:03:11 AM Ask9:03:11 AM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.180
Bid Size: 30,000		 0.200
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: 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.: 0.06
Spread %: 46.15%
Delta: 0.23
Theta: -0.01
Omega: 7.48
Rho: 0.09
 

Quote data

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

Performance

1 Week
  -58.82%
1 Month
  -46.15%
3 Months
  -73.08%
YTD
  -73.58%
1 Year
  -65.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.140
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 0.670 0.140
High (YTD): 2024-05-20 0.670
Low (YTD): 2024-09-25 0.140
52W High: 2023-11-17 0.680
52W Low: 2024-09-25 0.140
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   0.413
Avg. volume 1Y:   0.000
Volatility 1M:   216.60%
Volatility 6M:   170.97%
Volatility 1Y:   137.03%
Volatility 3Y:   -