DZ Bank Call 90 NDA 20.06.2025
/ DE000DJ3S086
DZ Bank Call 90 NDA 20.06.2025/ DE000DJ3S086 /
| 2024-06-21 9:34:52 PM |
Chg.-0.060 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-11.11% |
0.480
Bid Size: 3,000 |
0.510
Ask Size: 3,000 |
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: |
14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
-1.54 |
| Time value: |
0.51 |
| Break-even: |
95.10 |
| Moneyness: |
0.83 |
| Premium: |
0.27 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
5.44 |
| Rho: |
0.23 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.480 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.73% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.410 |
| 1M High / 1M Low: |
0.620 |
0.370 |
| 6M High / 6M Low: |
0.770 |
0.120 |
| High (YTD): |
2024-05-20 |
0.750 |
| Low (YTD): |
2024-03-05 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
600 |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
204.545 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
379.032 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.72% |
| Volatility 6M: |
|
177.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
