DZ Bank Call 60 NDA 20.06.2025
/ DE000DQ0FE46
DZ Bank Call 60 NDA 20.06.2025/ DE000DQ0FE46 /
| 10/01/2025 16:07:39 |
Chg.-0.09 |
Bid16:20:57 |
Ask16:20:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-5.92% |
1.38
Bid Size: 30,000 |
1.40
Ask Size: 30,000 |
AURUBIS AG |
60.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DQ0FE4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
12/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.37 |
| Parity: |
1.35 |
| Time value: |
0.22 |
| Break-even: |
75.70 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.97% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.21 |
Quote data
| Open: |
1.51 |
| High: |
1.55 |
| Low: |
1.43 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.88% |
| 1 Month |
|
|
-42.57% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
-21.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.51 |
| 1M High / 1M Low: |
2.60 |
1.51 |
| 6M High / 6M Low: |
2.60 |
0.83 |
| High (YTD): |
06/01/2025 |
1.78 |
| Low (YTD): |
08/01/2025 |
1.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
522.83 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.53% |
| Volatility 6M: |
|
143.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |