DZ Bank Call 80 NDA 20.09.2024
/ DE000DJ228B2
DZ Bank Call 80 NDA 20.09.2024/ DE000DJ228B2 /
| 2024-06-24 9:35:04 PM |
Chg.+0.030 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+15.00% |
0.220
Bid Size: 3,000 |
0.280
Ask Size: 3,000 |
AURUBIS AG |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ228B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.32 |
| Parity: |
-0.54 |
| Time value: |
0.26 |
| Break-even: |
82.60 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
30.00% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
10.57 |
| Rho: |
0.06 |
Quote data
| Open: |
0.210 |
| High: |
0.270 |
| Low: |
0.210 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+228.57% |
| YTD |
|
|
-20.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.130 |
| 6M High / 6M Low: |
0.350 |
0.001 |
| High (YTD): |
2024-05-20 |
0.350 |
| Low (YTD): |
2024-03-06 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
714.286 |
| Avg. price 6M: |
|
0.151 |
| Avg. volume 6M: |
|
120.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.42% |
| Volatility 6M: |
|
6,040.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
