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DZ Bank Call 90 NDA 20.06.2025/  DE000DJ3S086  /

Frankfurt Zert./DZB
2024-09-25  10:34:47 AM Chg.-0.004 Bid11:03:37 AM Ask11:03:37 AM Underlying Strike price Expiration date Option type
0.066EUR -5.71% 0.066
Bid Size: 30,000		 0.100
Ask Size: 30,000		 AURUBIS AG 90.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3S08
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 62.20
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.34
Parity: -2.78
Time value: 0.10
Break-even: 91.00
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 49.25%
Delta: 0.13
Theta: -0.01
Omega: 8.15
Rho: 0.05
 

Quote data

Open: 0.066
High: 0.070
Low: 0.066
Previous Close: 0.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -67.00%
1 Month
  -58.75%
3 Months
  -88.21%
YTD
  -90.00%
1 Year
  -89.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.070
1M High / 1M Low: 0.230 0.070
6M High / 6M Low: 0.750 0.070
High (YTD): 2024-05-20 0.750
Low (YTD): 2024-09-24 0.070
52W High: 2023-11-15 1.030
52W Low: 2024-09-24 0.070
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.373
Avg. volume 6M:   395.349
Avg. price 1Y:   0.463
Avg. volume 1Y:   199.219
Volatility 1M:   282.00%
Volatility 6M:   228.46%
Volatility 1Y:   188.60%
Volatility 3Y:   -