DZ Bank Call 70 NDA 20.06.2025
/ DE000DJ47VW1
DZ Bank Call 70 NDA 20.06.2025/ DE000DJ47VW1 /
| 1/24/2025 9:42:43 PM |
Chg.-0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-2.50% |
0.780
Bid Size: 3,000 |
0.810
Ask Size: 3,000 |
AURUBIS AG |
70.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
DJ47VW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
8/30/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.37 |
| Parity: |
0.40 |
| Time value: |
0.42 |
| Break-even: |
78.10 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.12 |
| Rho: |
0.17 |
Quote data
| Open: |
0.810 |
| High: |
0.890 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
-33.90% |
| 3 Months |
|
|
+1.30% |
| YTD |
|
|
-28.44% |
| 1 Year |
|
|
-21.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.780 |
| 1M High / 1M Low: |
1.090 |
0.650 |
| 6M High / 6M Low: |
1.780 |
0.390 |
| High (YTD): |
1/6/2025 |
1.030 |
| Low (YTD): |
1/14/2025 |
0.650 |
| 52W High: |
12/11/2024 |
1.780 |
| 52W Low: |
10/15/2024 |
0.390 |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.889 |
| Avg. volume 6M: |
|
15.873 |
| Avg. price 1Y: |
|
0.985 |
| Avg. volume 1Y: |
|
31.621 |
| Volatility 1M: |
|
159.17% |
| Volatility 6M: |
|
197.89% |
| Volatility 1Y: |
|
168.28% |
| Volatility 3Y: |
|
- |