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DZ Bank Call 95 NDA 20.06.2025/  DE000DJ3S094  /

EUWAX
2024-09-24  6:09:40 PM Chg.-0.008 Bid8:57:54 PM Ask8:57:54 PM Underlying Strike price Expiration date Option type
0.045EUR -15.09% 0.043
Bid Size: 7,500		 0.100
Ask Size: 7,500		 AURUBIS AG 95.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ3S09
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-05
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.34
Parity: -3.20
Time value: 0.10
Break-even: 96.00
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 0.77
Spread abs.: 0.05
Spread %: 100.00%
Delta: 0.12
Theta: -0.01
Omega: 7.74
Rho: 0.05
 

Quote data

Open: 0.051
High: 0.052
Low: 0.042
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.00%
1 Month
  -55.00%
3 Months
  -89.29%
YTD
  -91.82%
1 Year
  -91.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.053
1M High / 1M Low: 0.160 0.053
6M High / 6M Low: 0.570 0.053
High (YTD): 2024-05-20 0.570
Low (YTD): 2024-09-23 0.053
52W High: 2023-11-15 0.870
52W Low: 2024-09-23 0.053
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   0.281
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   332.72%
Volatility 6M:   244.82%
Volatility 1Y:   200.41%
Volatility 3Y:   -