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DZ Bank Call 85 NDA 20.06.2025/  DE000DJ3S078  /

Frankfurt Zert./DZB
2024-09-25  9:34:52 AM Chg.-0.010 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 30,000		 0.120
Ask Size: 30,000		 AURUBIS AG 85.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3S07
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.38
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.34
Parity: -2.20
Time value: 0.16
Break-even: 86.60
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.19
Theta: -0.01
Omega: 7.53
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -63.33%
1 Month
  -54.17%
3 Months
  -84.93%
YTD
  -86.59%
1 Year
  -85.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.120
1M High / 1M Low: 0.340 0.120
6M High / 6M Low: 0.960 0.120
High (YTD): 2024-05-20 0.960
Low (YTD): 2024-09-24 0.120
52W High: 2023-11-17 1.230
52W Low: 2024-09-24 0.120
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   82.171
Avg. price 1Y:   0.586
Avg. volume 1Y:   75
Volatility 1M:   255.96%
Volatility 6M:   207.37%
Volatility 1Y:   173.39%
Volatility 3Y:   -