DZ Bank Call 90 NDA 20.06.2025
/ DE000DJ3S086
DZ Bank Call 90 NDA 20.06.2025/ DE000DJ3S086 /
21/06/2024 18:09:41 |
Chg.-0.070 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
90.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
05/07/2023 |
Last trading day: |
19/06/2025 |
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: |
0.530 |
High: |
0.540 |
Low: |
0.480 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.95% |
1 Month |
|
|
-2.00% |
3 Months |
|
|
+81.48% |
YTD |
|
|
-26.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.400 |
1M High / 1M Low: |
0.630 |
0.380 |
6M High / 6M Low: |
0.770 |
0.130 |
High (YTD): |
20/05/2024 |
0.740 |
Low (YTD): |
05/03/2024 |
0.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.496 |
Avg. volume 1M: |
|
181.818 |
Avg. price 6M: |
|
0.386 |
Avg. volume 6M: |
|
141.935 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.60% |
Volatility 6M: |
|
165.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |