DZ Bank Call 90 NDA 20.09.2024
/ DE000DJ20P88
DZ Bank Call 90 NDA 20.09.2024/ DE000DJ20P88 /
| 2024-06-21 9:34:49 PM |
Chg.-0.042 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
-38.18% |
0.067
Bid Size: 3,000 |
0.097
Ask Size: 3,000 |
AURUBIS AG |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20P8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
76.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
-1.54 |
| Time value: |
0.10 |
| Break-even: |
90.97 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.03 |
| Spread %: |
44.78% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
12.31 |
| Rho: |
0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.068 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+134.48% |
| 1 Month |
|
|
-24.44% |
| 3 Months |
|
|
+134.48% |
| YTD |
|
|
-77.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.035 |
| 1M High / 1M Low: |
0.150 |
0.029 |
| 6M High / 6M Low: |
0.380 |
0.001 |
| High (YTD): |
2024-05-20 |
0.240 |
| Low (YTD): |
2024-03-19 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.087 |
| Avg. volume 6M: |
|
47.581 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
827.58% |
| Volatility 6M: |
|
7,503.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
