DZ Bank Call 95 NDA 20.06.2025
/ DE000DJ53DX5
DZ Bank Call 95 NDA 20.06.2025/ DE000DJ53DX5 /
| 2024-06-24 9:04:38 PM |
Chg.+0.040 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+12.90% |
0.350
Bid Size: 7,500 |
0.410
Ask Size: 7,500 |
AURUBIS AG |
95.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ53DX |
| 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: |
2023-11-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
20.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.32 |
| Parity: |
-2.04 |
| Time value: |
0.37 |
| Break-even: |
98.70 |
| Moneyness: |
0.79 |
| Premium: |
0.32 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
19.35% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
6.03 |
| Rho: |
0.18 |
Quote data
| Open: |
0.310 |
| High: |
0.400 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.62% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
-20.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
0.410 |
0.230 |
| 6M High / 6M Low: |
0.490 |
0.070 |
| High (YTD): |
2024-05-20 |
0.490 |
| Low (YTD): |
2024-03-05 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.96% |
| Volatility 6M: |
|
194.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
